Maker Opportunity

Download

Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY	49,596,421	9,530,304	462,838	59,589,564	6,224,527	957.33
TQQQ	41,156,837	6,798,974	142,550	48,098,362	3,866,383	1,244.01
QQQ	28,160,628	5,226,307	136,712	33,523,647	3,976,848	842.97
SQQQ	25,645,281	6,429,564	30,566	32,105,411	9,284,427	345.80
VXX	18,923,632	3,987,858	29,869	22,941,360	2,458,563	933.12
SPXS	19,663,075	2,418,658	5,598	22,087,331	1,889,902	1,168.70
QID	18,147,188	1,837,163	7,905	19,992,256	595,294	3,358.38
TSLL	17,723,664	1,703,662	17,108	19,444,434	1,148,802	1,692.58
SPXU	17,113,233	1,740,600	13,855	18,867,688	533,114	3,539.15
JAGX	13,221,144	4,679,406	170,572	18,071,122	4,532,501	398.70
UPRO	16,127,991	1,604,123	23,374	17,755,488	578,105	3,071.33
SINT	11,702,296	5,684,791	129,063	17,516,150	10,855,399	161.36
SDS	14,808,075	1,897,549	9,315	16,714,940	937,947	1,782.08
QLD	13,915,366	1,016,901	5,821	14,938,089	292,193	5,112.40
HE	14,605,082	176,761	5,444	14,787,287	320,366	4,615.75
SPLG	12,054,056	2,097,816	33,157	14,185,029	780,297	1,817.90
OAIA	13,368,400	538	0	13,368,938	102	13,106,801.96
SSO	11,336,862	1,602,520	5,371	12,944,753	457,760	2,827.85
PSQ	11,452,212	1,270,851	52,659	12,775,722	385,518	3,313.91
SOXL	10,813,328	1,682,994	51,373	12,547,695	3,711,901	338.04
SOXS	10,197,931	651,738	21,993	10,871,662	1,309,342	830.31
TNA	8,694,358	1,519,392	33,599	10,247,349	709,066	1,445.19
EGOX	5,652,748	4,447,262	84,552	10,184,563	2,794,711	364.42
TZA	8,423,002	1,239,049	25,893	9,687,944	1,503,724	644.26
IWM	7,093,390	2,451,860	114,181	9,659,431	2,420,360	399.09

Data for 2024-04-16 to 2024-04-22 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.