Maker Opportunity

Download

Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY	14,796,340	4,281,681	691,767	19,769,788	5,805,650	340.53
TQQQ	11,476,183	7,033,851	468,005	18,978,040	4,645,650	408.51
TTOO	14,072,332	4,426,805	329,460	18,828,598	8,454,013	222.72
SQQQ	11,008,838	5,695,093	355,463	17,059,394	4,040,138	422.25
SPXU	13,707,540	1,515,701	46,389	15,269,630	1,267,391	1,204.81
UVXY	10,569,950	3,101,556	40,952	13,712,459	5,406,073	253.65
SPXS	9,298,942	990,208	77,272	10,366,422	564,304	1,837.03
UAV	10,140,240	239	0	10,140,479	1	1,014,047,900.00
AILG	10,139,520	0	0	10,139,520	0	n/a
QQQ	6,556,829	1,667,992	170,631	8,395,453	2,860,973	293.45
SDS	6,079,331	1,283,968	10,022	7,373,321	464,322	1,587.98
SSO	6,306,688	819,683	16,625	7,142,996	249,680	2,860.86
TMBR	4,895,714	2,063,482	181,298	7,140,495	2,605,647	274.04
UPRO	6,142,526	876,587	15,782	7,034,895	419,427	1,677.26
BBBY	4,096,454	2,549,191	223,523	6,869,169	3,607,281	190.43
NVTA	4,619,252	1,877,509	168,814	6,665,575	2,971,634	224.31
DNA	2,663,790	2,720,732	495,022	5,879,543	3,509,071	167.55
NIFE	5,380,340	0	0	5,380,340	0	n/a
SPXL	4,591,410	684,408	16,769	5,292,588	435,320	1,215.79
NU	2,267,330	2,738,525	92,190	5,098,045	2,512,676	202.89
AMC	2,729,866	1,842,600	62,874	4,635,340	1,972,373	235.01
DEMZ	4,295,900	140	0	4,296,040	180	2,386,688.89
UNG	3,241,882	884,625	6,185	4,132,692	725,503	569.63
QID	3,181,646	628,816	23,427	3,833,889	577,484	663.90
IWM	2,370,469	1,318,620	127,231	3,816,319	2,028,139	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.