Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY | 36,830,196 | 13,012,830 | 687,751 | 50,530,777 | 6,272,571 | 805.58 |
SPXU | 27,240,672 | 2,741,920 | 87,816 | 30,070,409 | 1,653,607 | 1,818.47 |
SPXS | 25,071,931 | 2,294,441 | 12,135 | 27,378,507 | 1,620,040 | 1,689.99 |
TQQQ | 16,089,252 | 6,188,192 | 148,978 | 22,426,422 | 9,074,993 | 247.12 |
SQQQ | 15,984,843 | 5,320,827 | 176,091 | 21,481,761 | 6,585,455 | 326.20 |
QQQ | 14,271,150 | 4,166,194 | 199,489 | 18,636,833 | 5,590,757 | 333.35 |
UVXY | 12,678,126 | 5,233,859 | 88,827 | 18,000,813 | 5,106,402 | 352.51 |
SSO | 15,329,170 | 2,338,781 | 4,774 | 17,672,724 | 634,338 | 2,786.01 |
SDS | 15,222,679 | 1,810,286 | 14,270 | 17,047,235 | 997,368 | 1,709.22 |
UPRO | 14,108,820 | 1,781,904 | 44,080 | 15,934,805 | 742,864 | 2,145.05 |
SPLG | 10,072,460 | 886,563 | 798 | 10,959,822 | 216,715 | 5,057.25 |
AILG | 10,020,240 | 0 | 0 | 10,020,240 | 0 | n/a |
ITOT | 2,067,961 | 6,729,971 | 12,351 | 8,810,284 | 373,075 | 2,361.53 |
SNAP | 4,059,704 | 3,801,024 | 322,855 | 8,183,583 | 6,083,058 | 134.53 |
SPXL | 7,266,280 | 879,282 | 30,393 | 8,175,955 | 511,994 | 1,596.88 |
AAPL | 4,233,283 | 3,357,655 | 184,349 | 7,775,287 | 4,948,036 | 157.14 |
KOLD | 5,575,806 | 1,888,126 | 13,649 | 7,477,581 | 686,144 | 1,089.80 |
XLF | 6,184,469 | 1,055,816 | 198,566 | 7,438,850 | 6,040,381 | 123.15 |
QID | 6,430,450 | 704,348 | 8,621 | 7,143,419 | 1,500,384 | 476.11 |
GNCA | 4,222,742 | 2,456,128 | 88,315 | 6,767,186 | 1,738,426 | 389.27 |
IWM | 3,924,651 | 2,296,880 | 97,672 | 6,319,203 | 3,090,946 | 204.44 |
UNG | 5,248,144 | 981,946 | 2,632 | 6,232,723 | 376,628 | 1,654.88 |
VOO | 5,429,055 | 558,083 | 18,039 | 6,005,177 | 257,117 | 2,335.58 |
SH | 5,124,652 | 669,869 | 76,401 | 5,870,921 | 1,811,231 | 324.14 |
SDOW | 3,257,581 | 2,559,572 | 45,074 | 5,862,228 | 650,598 | 901.05 |
Data for 2022-05-23 to 2022-05-27 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.