Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| SPY | 13,535,670 | 3,437,564 | 344,168 | 17,317,402 | 4,964,249 | 348.84 |
| TZA | 14,903,245 | 1,353,308 | 49,861 | 16,306,414 | 1,171,006 | 1,392.51 |
| VXX | 11,065,936 | 2,578,861 | 79,336 | 13,724,133 | 4,309,014 | 318.50 |
| UVXY | 10,290,899 | 3,143,018 | 167,344 | 13,601,262 | 7,947,426 | 171.14 |
| CTRM | 5,405,565 | 7,734,231 | 236,391 | 13,376,188 | 5,619,287 | 238.04 |
| SNDL | 5,494,563 | 4,830,785 | 313,291 | 10,638,639 | 4,172,626 | 254.96 |
| NAKD | 4,713,043 | 4,936,471 | 502,467 | 10,151,981 | 2,633,545 | 385.49 |
| BNGO | 3,867,646 | 2,258,482 | 171,928 | 6,298,057 | 3,405,569 | 184.93 |
| IWM | 4,031,118 | 2,151,177 | 63,090 | 6,245,385 | 3,187,283 | 195.95 |
| SQQQ | 4,641,685 | 1,305,268 | 57,374 | 6,004,327 | 2,542,120 | 236.19 |
| SENS | 2,050,139 | 3,516,494 | 274,235 | 5,840,868 | 4,436,191 | 131.66 |
| BB | 3,519,182 | 2,086,852 | 131,336 | 5,737,370 | 4,017,274 | 142.82 |
| RWM | 5,145,189 | 502,065 | 4,857 | 5,652,110 | 96,363 | 5,865.44 |
| EDEN | 5,549,300 | 4,104 | 0 | 5,553,404 | 4,866 | 114,126.67 |
| AAPL | 2,924,804 | 2,159,795 | 291,156 | 5,375,755 | 5,510,017 | 97.56 |
| GME | 2,929,242 | 2,085,913 | 124,111 | 5,139,267 | 1,890,697 | 271.82 |
| F | 3,778,909 | 1,134,946 | 195,262 | 5,109,117 | 7,405,932 | 68.99 |
| MSFT | 1,576,032 | 3,410,107 | 95,147 | 5,081,286 | 1,711,157 | 296.95 |
| SRTY | 3,824,089 | 948,859 | 17,224 | 4,790,172 | 329,094 | 1,455.56 |
| INTC | 2,923,272 | 1,465,165 | 96,062 | 4,484,498 | 3,168,187 | 141.55 |
| SPXS | 4,007,066 | 448,766 | 3,595 | 4,459,427 | 419,447 | 1,063.17 |
| QQQ | 3,269,816 | 1,081,342 | 79,001 | 4,430,159 | 2,099,132 | 211.05 |
| SPXL | 3,818,413 | 566,355 | 6,270 | 4,391,038 | 475,119 | 924.20 |
| GEVO | 2,214,884 | 1,992,294 | 114,276 | 4,321,453 | 2,594,615 | 166.55 |
| BPY | 562,942 | 3,646,192 | 12,569 | 4,221,703 | 806,227 | 523.64 |
Data for 2021-01-14 to 2021-01-21 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.