Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
TQQQ34,269,7915,471,050102,79139,843,6322,257,659 1,764.82
TSLL26,157,9151,436,93799,96727,694,8193,416,831 810.54
SPY23,493,2393,793,780318,73927,605,7584,465,438 618.21
PLUG22,508,1861,845,30120,76024,374,2472,767,091 880.86
SLNA14,934,8949,039,214117,24724,091,3557,858,854 306.55
SOXL20,698,6162,143,191131,74722,973,5543,116,098 737.25
F18,649,0553,561,94360,40222,271,4005,643,788 394.62
SQQQ13,287,8136,676,09961,77320,025,6859,819,834 203.93
SPXS14,713,8341,957,49325516,671,5834,345,819 383.62
NVDA9,756,1475,968,786513,88716,238,8209,684,271 167.68
SOXS12,548,2852,375,32745,63714,969,2483,740,127 400.23
QQQ11,327,1833,297,048198,20214,822,4332,643,506 560.71
DDWM12,070,44212,57248112,083,4943,554 339,997.02
SPXU10,227,2021,142,19368911,370,084751,830 1,512.32
QID8,928,2282,085,64118,02811,031,897844,379 1,306.51
UVXY8,173,0322,472,15942,21910,687,4101,139,581 937.84
UVIX9,657,966645,40939,95210,343,328802,913 1,288.23
TNA6,880,5983,043,78532,6549,957,0371,148,893 866.66
TSLT8,718,773428,61841,2389,188,629672,490 1,366.36
VXX7,354,3521,758,20524,9339,137,4902,124,630 430.07
SIRI7,460,8381,039,0972,8018,502,7363,189,388 266.59
VHAI4,692,3433,114,815219,8498,027,0076,471,040 124.05
IWM4,995,1222,835,008157,5107,987,6403,281,189 243.44
QLD6,756,1431,114,2691,5227,871,934254,581 3,092.11
TZA5,952,3501,790,0939,5667,752,0091,892,669 409.58

Data for 2024-07-19 to 2024-07-25 inclusive.

Missed Liquidity
This is a measure for the last week of the average daily volume requested at a price equal or better than the NBBO where we had no liquidity.
Exhausted Liquidity
This is a measure for the last week of the average daily volume requested at a price equal or better than the NBBO, which were partially filled.
Routed Liquidity
This number represents for the last week the average daily volume on orders which were routed and filled on another venue.
Volume Opportunity
This is a measure of the total average daily volume of the missed, exhausted and routed liquidity.
Cboe ADV
Average Daily Volume for the last week of shares matched on Cboe for the security shown.
Liquidity Opportunity
Percentage of the ADV missed, exhausted or routed. The higher the percentage the larger the market making opportunity.