Maker Opportunity

Download
SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SH1,046,130,888427,2733,5321,046,561,693377,028 277,581.95
SPDN766,284,31289,629361766,374,30233,428 2,292,611.89
SPXU234,349,315332,06836,464234,717,848199,258 117,795.95
SPLG212,206,879155,398511212,362,78815,675 1,354,786.53
EEM158,826,3612,381,71537,019161,245,0951,943,668 8,295.92
SPXS140,207,642413,49829,173140,650,313170,244 82,616.90
QID85,002,869232,29521,93285,257,096191,627 44,491.17
SDS77,866,853306,00729,29978,202,158119,550 65,413.77
SSO73,829,319244,3389,08574,082,74229,590 250,364.12
TQQQ61,052,7811,022,437224,36262,299,5801,099,225 5,667.59
UPRO52,617,332296,28726,94652,940,56560,609 87,347.70
RWM52,859,35040,9141,15652,901,42040,566 130,408.27
SCO41,521,42274,2905,01341,600,72494,344 44,094.72
KOLD36,087,770216,37710,83436,314,980166,417 21,821.68
SPY27,399,1062,143,887203,26829,746,2612,054,561 1,447.82
XLF27,035,851429,90712,38627,478,1442,743,726 1,001.49
SQQQ25,718,409963,016121,99826,803,422690,796 3,880.08
EFA25,275,502225,15034,86425,535,516342,613 7,453.17
SHY23,680,935215,9211,36023,898,21684,661 28,228.13
GOVT19,857,388204,39319120,061,973103,817 19,324.36
FENY18,483,9962,1342,19818,488,32917,304 106,844.25
DOG18,424,95312,0361,31818,438,30734,440 53,537.48
TWM18,231,17915,8431,12918,248,15129,871 61,089.86
SCHH17,680,2663,18712417,683,57717,662 100,122.17
ITUB15,689,6941,197,16911,74716,898,6102,135,613 791.28

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.