Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| SPY | 30,574,546 | 5,962,335 | 376,145 | 36,913,025 | 4,886,373 | 755.43 |
| TSLL | 28,578,487 | 3,197,004 | 86,431 | 31,861,922 | 2,879,637 | 1,106.46 |
| TQQQ | 21,969,293 | 5,375,086 | 46,591 | 27,390,970 | 2,264,491 | 1,209.59 |
| SQQQ | 16,392,330 | 8,175,221 | 24,199 | 24,591,749 | 5,708,580 | 430.79 |
| QQQ | 15,754,901 | 4,079,533 | 142,704 | 19,977,139 | 3,004,378 | 664.93 |
| SOFI | 18,451,114 | 1,323,309 | 138,755 | 19,913,177 | 3,158,091 | 630.54 |
| PEGY | 16,206,260 | 2,252,239 | 122,073 | 18,580,572 | 4,512,338 | 411.77 |
| ALT | 13,043,060 | 189,643 | 1,329 | 13,234,032 | 142,281 | 9,301.33 |
| TLRY | 10,104,876 | 1,222,622 | 15,903 | 11,343,400 | 2,102,892 | 539.42 |
| VXX | 8,885,347 | 2,117,526 | 12,734 | 11,015,607 | 1,375,757 | 800.69 |
| UVXY | 8,371,232 | 1,196,593 | 13,117 | 9,580,942 | 622,389 | 1,539.38 |
| SNAP | 7,759,343 | 1,515,479 | 142,523 | 9,417,345 | 2,686,325 | 350.57 |
| TSLA | 6,495,256 | 1,941,501 | 188,802 | 8,625,559 | 5,789,012 | 149.00 |
| SOXL | 7,203,852 | 1,370,889 | 29,817 | 8,604,558 | 2,718,678 | 316.50 |
| SPXS | 6,992,918 | 1,487,678 | 846 | 8,481,442 | 1,295,447 | 654.71 |
| SOXS | 7,309,564 | 764,413 | 19,529 | 8,093,506 | 1,229,230 | 658.42 |
| F | 6,780,278 | 1,232,072 | 17,369 | 8,029,718 | 3,250,004 | 247.07 |
| AKAN | 7,379,744 | 579,968 | 32,466 | 7,992,178 | 571,040 | 1,399.58 |
| INTC | 5,744,897 | 2,003,913 | 115,818 | 7,864,628 | 3,435,490 | 228.92 |
| TZA | 4,998,791 | 2,601,676 | 7,234 | 7,607,702 | 1,531,179 | 496.85 |
| SPXU | 6,498,481 | 933,692 | 2,896 | 7,435,069 | 441,183 | 1,685.26 |
| UPRO | 6,863,118 | 507,512 | 2,995 | 7,373,626 | 463,008 | 1,592.55 |
| QLD | 6,461,716 | 625,813 | 2,251 | 7,089,780 | 170,639 | 4,154.84 |
| PSQ | 4,375,021 | 2,578,867 | 78,212 | 7,032,099 | 235,118 | 2,990.88 |
| LABD | 6,527,459 | 371,931 | 5,433 | 6,904,822 | 622,038 | 1,110.03 |
Data for 2024-04-24 to 2024-04-30 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.