Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
NKLA83,182,9371,033,653125,83784,342,4272,047,627 4,119.03
BETS34,677,79523,698,3751,346,17859,722,34749,615,843 120.37
SPY26,175,4756,787,049378,25233,340,7765,734,566 581.40
SQQQ14,416,67610,395,94239,11024,851,7285,315,426 467.54
QQQ16,995,9884,550,498267,03121,813,5173,098,530 704.00
TQQQ15,164,1336,341,522128,94121,634,5963,963,277 545.88
TLRY20,485,528213,22728,61020,727,365800,550 2,589.14
GMBL11,312,0699,014,512263,59320,590,17416,652,427 123.65
SIDU17,247,449287,77435,83517,571,059573,123 3,065.84
FSR12,777,076676,53314,21313,467,823819,092 1,644.24
TLT8,138,6113,623,48370,55411,832,6483,013,731 392.62
SOXS8,662,0581,244,98534,7469,941,7893,161,460 314.47
IWM7,278,7092,483,002124,5949,886,3053,649,822 270.87
NXU5,958,1743,029,903117,6349,105,7116,092,406 149.46
PLUG7,828,752703,09178,2728,610,1162,419,494 355.86
TNA6,990,2521,514,12619,2078,523,5851,201,117 709.64
SPXS7,199,2051,189,5394,1488,392,892861,402 974.33
UVXY6,016,3162,088,0604,9868,109,3621,853,094 437.61
TZA6,529,3001,033,07210,4637,572,835706,356 1,072.10
SOXL6,257,7071,185,92627,1107,470,7442,788,665 267.90
SPXU6,181,203993,463427,174,7082,060,208 348.25
PLTR5,686,7661,151,28550,6936,888,7442,814,790 244.73
QID4,971,2801,468,4587006,440,4371,532,964 420.13
HYZD6,150,8754,2404186,155,5331,515 406,305.81
NIO5,012,231975,13983,8496,071,2182,821,025 215.21

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.