Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
TZA | 2,801,301,281 | 3,933,363 | 3,176 | 2,805,237,821 | 340,472 | 823,926.14 |
PSQ | 2,268,617,782 | 281,092 | 29,592 | 2,268,928,466 | 161,917 | 1,401,291.07 |
SPDN | 2,009,960,339 | 569,650 | 60 | 2,010,530,049 | 61,664 | 3,260,459.99 |
SDS | 1,773,677,669 | 757,464 | 13,514 | 1,774,448,647 | 220,615 | 804,319.13 |
RWM | 1,680,401,906 | 697,973 | 110 | 1,681,099,989 | 26,996 | 6,227,218.81 |
SH | 1,155,371,697 | 292,334 | 4,714 | 1,155,668,745 | 127,144 | 908,944.78 |
SPLG | 443,857,608 | 940,891 | 1,621 | 444,800,121 | 374,498 | 118,772.36 |
TWM | 256,955,261 | 511,636 | 2,325 | 257,469,222 | 658,180 | 39,118.36 |
SCO | 247,429,976 | 83,381 | 722 | 247,514,079 | 29,678 | 833,998.51 |
SRTY | 217,001,722 | 558,332 | 5,554 | 217,565,608 | 574,964 | 37,839.87 |
DGRO | 215,354,987 | 203,371 | 1,456 | 215,559,814 | 94,642 | 227,763.38 |
SPTI | 183,552,479 | 233,087 | 6,746 | 183,792,313 | 16,502 | 1,113,757.81 |
SHY | 177,205,863 | 1,002,043 | 21,967 | 178,229,874 | 94,603 | 188,397.70 |
DXD | 178,084,379 | 58,515 | 2,646 | 178,145,540 | 14,744 | 1,208,257.87 |
SQQQ | 155,771,656 | 4,977,573 | 83,417 | 160,832,647 | 3,204,280 | 5,019.31 |
SDOW | 145,904,248 | 311,611 | 5,109 | 146,220,967 | 211,789 | 69,040.87 |
IAU | 122,843,371 | 2,049,379 | 8,475 | 124,901,225 | 289,321 | 43,170.47 |
EEM | 114,980,885 | 1,487,514 | 70,434 | 116,538,833 | 1,521,786 | 7,658.03 |
SGOL | 110,651,263 | 145,661 | 320 | 110,797,244 | 50,673 | 218,651.44 |
GOVT | 110,517,307 | 256,697 | 1,808 | 110,775,812 | 26,197 | 422,856.86 |
FENY | 99,823,847 | 7,481 | 559 | 99,831,887 | 1,752 | 5,698,167.07 |
GLDM | 84,097,169 | 83,215 | 19,204 | 84,199,588 | 86,834 | 96,966.15 |
ZSL | 67,980,753 | 266,531 | 3,261 | 68,250,545 | 127,087 | 53,703.80 |
VGIT | 63,177,744 | 299,955 | 231 | 63,477,930 | 19,428 | 326,734.25 |
BNO | 59,693,321 | 91,052 | 615 | 59,784,988 | 23,861 | 250,555.25 |
Data for 2021-02-19 to 2021-02-25 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.