Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
NKLA | 83,182,937 | 1,033,653 | 125,837 | 84,342,427 | 2,047,627 | 4,119.03 |
BETS | 34,677,795 | 23,698,375 | 1,346,178 | 59,722,347 | 49,615,843 | 120.37 |
SPY | 26,175,475 | 6,787,049 | 378,252 | 33,340,776 | 5,734,566 | 581.40 |
SQQQ | 14,416,676 | 10,395,942 | 39,110 | 24,851,728 | 5,315,426 | 467.54 |
QQQ | 16,995,988 | 4,550,498 | 267,031 | 21,813,517 | 3,098,530 | 704.00 |
TQQQ | 15,164,133 | 6,341,522 | 128,941 | 21,634,596 | 3,963,277 | 545.88 |
TLRY | 20,485,528 | 213,227 | 28,610 | 20,727,365 | 800,550 | 2,589.14 |
GMBL | 11,312,069 | 9,014,512 | 263,593 | 20,590,174 | 16,652,427 | 123.65 |
SIDU | 17,247,449 | 287,774 | 35,835 | 17,571,059 | 573,123 | 3,065.84 |
FSR | 12,777,076 | 676,533 | 14,213 | 13,467,823 | 819,092 | 1,644.24 |
TLT | 8,138,611 | 3,623,483 | 70,554 | 11,832,648 | 3,013,731 | 392.62 |
SOXS | 8,662,058 | 1,244,985 | 34,746 | 9,941,789 | 3,161,460 | 314.47 |
IWM | 7,278,709 | 2,483,002 | 124,594 | 9,886,305 | 3,649,822 | 270.87 |
NXU | 5,958,174 | 3,029,903 | 117,634 | 9,105,711 | 6,092,406 | 149.46 |
PLUG | 7,828,752 | 703,091 | 78,272 | 8,610,116 | 2,419,494 | 355.86 |
TNA | 6,990,252 | 1,514,126 | 19,207 | 8,523,585 | 1,201,117 | 709.64 |
SPXS | 7,199,205 | 1,189,539 | 4,148 | 8,392,892 | 861,402 | 974.33 |
UVXY | 6,016,316 | 2,088,060 | 4,986 | 8,109,362 | 1,853,094 | 437.61 |
TZA | 6,529,300 | 1,033,072 | 10,463 | 7,572,835 | 706,356 | 1,072.10 |
SOXL | 6,257,707 | 1,185,926 | 27,110 | 7,470,744 | 2,788,665 | 267.90 |
SPXU | 6,181,203 | 993,463 | 42 | 7,174,708 | 2,060,208 | 348.25 |
PLTR | 5,686,766 | 1,151,285 | 50,693 | 6,888,744 | 2,814,790 | 244.73 |
QID | 4,971,280 | 1,468,458 | 700 | 6,440,437 | 1,532,964 | 420.13 |
HYZD | 6,150,875 | 4,240 | 418 | 6,155,533 | 1,515 | 406,305.81 |
NIO | 5,012,231 | 975,139 | 83,849 | 6,071,218 | 2,821,025 | 215.21 |
Data for 2023-12-01 to 2023-12-07 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.