Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
TZA | 4,102,336,717 | 12,014,690 | 12,592 | 4,114,363,998 | 1,900,711 | 216,464.47 |
PSQ | 3,963,615,934 | 892,043 | 1,756 | 3,964,509,734 | 460,624 | 860,682.41 |
SPDN | 3,293,750,529 | 678,494 | 220 | 3,294,429,244 | 37,803 | 8,714,729.64 |
SDS | 2,977,030,013 | 2,343,894 | 16,302 | 2,979,390,209 | 431,536 | 690,415.22 |
RWM | 2,229,492,779 | 1,713,820 | 1,087 | 2,231,207,686 | 97,248 | 2,294,348.15 |
SH | 1,723,448,262 | 700,040 | 3,709 | 1,724,152,011 | 244,563 | 704,992.99 |
SPLG | 473,278,594 | 388,838 | 6,200 | 473,673,631 | 76,201 | 621,610.78 |
TWM | 426,934,704 | 311,090 | 1,799 | 427,247,594 | 115,096 | 371,209.77 |
SRTY | 363,981,193 | 471,425 | 6,537 | 364,459,155 | 133,211 | 273,595.39 |
DXD | 283,033,122 | 182,718 | 2,423 | 283,218,263 | 66,331 | 426,977.22 |
SQQQ | 252,235,656 | 6,771,146 | 142,977 | 259,149,779 | 5,611,724 | 4,618.01 |
SCO | 200,228,385 | 198,341 | 130 | 200,426,856 | 106,145 | 188,823.64 |
EEM | 166,015,969 | 4,347,769 | 15,205 | 170,378,942 | 2,221,856 | 7,668.32 |
SDOW | 160,128,012 | 381,458 | 20,619 | 160,530,088 | 205,168 | 78,243.24 |
DGRO | 129,163,990 | 58,749 | 3,725 | 129,226,464 | 28,213 | 458,038.72 |
SHY | 125,858,792 | 1,168,437 | 822 | 127,028,050 | 135,628 | 93,659.16 |
SPTI | 115,059,859 | 279,117 | 0 | 115,338,976 | 28,854 | 399,733.06 |
IAU | 99,339,292 | 935,914 | 215 | 100,275,420 | 421,346 | 23,798.83 |
SGOL | 84,392,665 | 168,810 | 2 | 84,561,477 | 67,987 | 124,378.89 |
QID | 79,546,766 | 483,861 | 50,080 | 80,080,707 | 209,992 | 38,135.12 |
GLDM | 65,665,197 | 117,221 | 4,361 | 65,786,779 | 97,931 | 67,176.66 |
ZSL | 61,874,342 | 68,429 | 858 | 61,943,629 | 25,884 | 239,312.43 |
GOVT | 56,901,249 | 167,616 | 69 | 57,068,934 | 82,235 | 69,397.38 |
UVXY | 49,943,051 | 5,658,927 | 323,690 | 55,925,668 | 5,683,348 | 984.03 |
BNO | 52,027,212 | 163,422 | 504 | 52,191,137 | 44,327 | 117,741.19 |
Data for 2021-02-19 to 2021-02-25 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.