Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY14,796,3404,281,681691,76719,769,7885,805,650 340.53
TQQQ11,476,1837,033,851468,00518,978,0404,645,650 408.51
TTOO14,072,3324,426,805329,46018,828,5988,454,013 222.72
SQQQ11,008,8385,695,093355,46317,059,3944,040,138 422.25
SPXU13,707,5401,515,70146,38915,269,6301,267,391 1,204.81
UVXY10,569,9503,101,55640,95213,712,4595,406,073 253.65
SPXS9,298,942990,20877,27210,366,422564,304 1,837.03
UAV10,140,240239010,140,4791 1,014,047,900.00
AILG10,139,5200010,139,5200 n/a
QQQ6,556,8291,667,992170,6318,395,4532,860,973 293.45
SDS6,079,3311,283,96810,0227,373,321464,322 1,587.98
SSO6,306,688819,68316,6257,142,996249,680 2,860.86
TMBR4,895,7142,063,482181,2987,140,4952,605,647 274.04
UPRO6,142,526876,58715,7827,034,895419,427 1,677.26
BBBY4,096,4542,549,191223,5236,869,1693,607,281 190.43
NVTA4,619,2521,877,509168,8146,665,5752,971,634 224.31
DNA2,663,7902,720,732495,0225,879,5433,509,071 167.55
NIFE5,380,340005,380,3400 n/a
SPXL4,591,410684,40816,7695,292,588435,320 1,215.79
NU2,267,3302,738,52592,1905,098,0452,512,676 202.89
AMC2,729,8661,842,60062,8744,635,3401,972,373 235.01
DEMZ4,295,90014004,296,040180 2,386,688.89
UNG3,241,882884,6256,1854,132,692725,503 569.63
QID3,181,646628,81623,4273,833,889577,484 663.90
IWM2,370,4691,318,620127,2313,816,3192,028,139 188.17

Data for 2022-08-10 to 2022-08-16 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.