Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SH1,353,641,041415,8043401,354,057,185217,772 621,777.45
SQQQ1,091,323,1613,337,17446,6461,094,706,9812,779,326 39,387.50
SPDN1,018,038,094138,997401,018,177,13184,278 1,208,117.34
DOG582,655,565134,7931,001582,791,36033,417 1,743,996.65
SPXS477,472,377648,8520478,121,229727,570 65,714.81
PSQ423,532,818439,7490423,972,567459,421 92,284.11
SDS212,098,600962,8734,887213,066,360856,070 24,888.89
SPLG178,660,664759,9526,203179,426,819902,169 19,888.38
QID153,653,465989,3412,495154,645,301678,092 22,805.95
RWM113,216,88845,0620113,261,950151,451 74,784.55
SDOW108,049,723614,6622,247108,666,632614,839 17,674.00
SPXU96,715,3611,092,7862,75397,810,9001,182,245 8,273.32
TQQQ86,439,8072,500,85330,89488,971,5541,332,147 6,678.81
TWM86,744,14953,8685,14086,803,157247,879 35,018.36
EEM77,234,745311,53148,14277,594,419870,877 8,909.92
FELC75,570,71227,27376075,598,7442,850 2,652,587.51
TCAF68,765,62568,425068,834,05111,545 596,223.92
SSO54,874,98936,8762,13654,914,0018,803 623,810.08
DXD49,566,27376,8006049,643,1337,902 628,235.04
NIO43,432,0212,168,50416,74445,617,2691,910,089 2,388.23
EFA41,999,304269,96710,20542,279,475624,695 6,768.02
UPRO41,380,840104,4828,30541,493,62718,760 221,181.38
XLF39,060,9531,388,99168,03640,517,9802,464,214 1,644.26
QLD38,094,349161,2111,99838,257,55719,655 194,645.42
DYNF37,880,99722,0241,32037,904,3421,215 3,119,698.93

Data for 2024-04-17 to 2024-04-23 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.