Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
TQQQ | 34,269,791 | 5,471,050 | 102,791 | 39,843,632 | 2,257,659 | 1,764.82 |
TSLL | 26,157,915 | 1,436,937 | 99,967 | 27,694,819 | 3,416,831 | 810.54 |
SPY | 23,493,239 | 3,793,780 | 318,739 | 27,605,758 | 4,465,438 | 618.21 |
PLUG | 22,508,186 | 1,845,301 | 20,760 | 24,374,247 | 2,767,091 | 880.86 |
SLNA | 14,934,894 | 9,039,214 | 117,247 | 24,091,355 | 7,858,854 | 306.55 |
SOXL | 20,698,616 | 2,143,191 | 131,747 | 22,973,554 | 3,116,098 | 737.25 |
F | 18,649,055 | 3,561,943 | 60,402 | 22,271,400 | 5,643,788 | 394.62 |
SQQQ | 13,287,813 | 6,676,099 | 61,773 | 20,025,685 | 9,819,834 | 203.93 |
SPXS | 14,713,834 | 1,957,493 | 255 | 16,671,583 | 4,345,819 | 383.62 |
NVDA | 9,756,147 | 5,968,786 | 513,887 | 16,238,820 | 9,684,271 | 167.68 |
SOXS | 12,548,285 | 2,375,327 | 45,637 | 14,969,248 | 3,740,127 | 400.23 |
QQQ | 11,327,183 | 3,297,048 | 198,202 | 14,822,433 | 2,643,506 | 560.71 |
DDWM | 12,070,442 | 12,572 | 481 | 12,083,494 | 3,554 | 339,997.02 |
SPXU | 10,227,202 | 1,142,193 | 689 | 11,370,084 | 751,830 | 1,512.32 |
QID | 8,928,228 | 2,085,641 | 18,028 | 11,031,897 | 844,379 | 1,306.51 |
UVXY | 8,173,032 | 2,472,159 | 42,219 | 10,687,410 | 1,139,581 | 937.84 |
UVIX | 9,657,966 | 645,409 | 39,952 | 10,343,328 | 802,913 | 1,288.23 |
TNA | 6,880,598 | 3,043,785 | 32,654 | 9,957,037 | 1,148,893 | 866.66 |
TSLT | 8,718,773 | 428,618 | 41,238 | 9,188,629 | 672,490 | 1,366.36 |
VXX | 7,354,352 | 1,758,205 | 24,933 | 9,137,490 | 2,124,630 | 430.07 |
SIRI | 7,460,838 | 1,039,097 | 2,801 | 8,502,736 | 3,189,388 | 266.59 |
VHAI | 4,692,343 | 3,114,815 | 219,849 | 8,027,007 | 6,471,040 | 124.05 |
IWM | 4,995,122 | 2,835,008 | 157,510 | 7,987,640 | 3,281,189 | 243.44 |
QLD | 6,756,143 | 1,114,269 | 1,522 | 7,871,934 | 254,581 | 3,092.11 |
TZA | 5,952,350 | 1,790,093 | 9,566 | 7,752,009 | 1,892,669 | 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.