Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SH1,106,782,371225,5306,4671,107,014,368206,939 534,947.19
SPDN818,189,894594,0662,077818,786,036111,810 732,301.26
SPXU227,615,733906,4358,989228,531,156439,449 52,004.02
SPLG220,820,448407,1832,203221,229,835133,201 166,087.22
SPXS148,499,593759,5837,337149,266,512463,004 32,238.71
QID113,211,372622,78015,748113,849,899674,496 16,879.25
EEM108,578,127880,484121,625109,580,2361,366,218 8,020.70
GOVT100,169,002119,8404,139100,292,98175,081 133,579.71
SDS93,958,122790,3956,03094,754,547396,716 23,884.73
FENY92,274,65459,4484,17592,338,27730,514 302,609.55
SSO90,229,912121,3701,71790,352,99918,272 494,488.83
SHY82,871,032381,46316,31383,268,809111,706 74,542.83
RWM71,811,62497,1461,80471,910,573198,548 36,218.23
SCHH65,906,44944,1462,94765,953,54239,923 165,201.87
TQQQ58,263,193526,26293,01758,882,471360,891 16,315.86
SCHX58,388,99076,2604058,465,29067,999 85,979.63
SCHO58,386,35545,6301,58058,433,56514,740 396,428.53
VGSH58,146,342204,3972,64458,353,38346,143 126,462.05
UPRO57,981,826197,6476,72058,186,19333,413 174,142.38
SCO57,085,70860,1532,99657,148,85781,583 70,049.96
QYLD43,706,9451,093,37620,14944,820,470146,891 30,512.74
DOG35,381,69461,65350035,443,84674,047 47,866.69
SPHQ34,014,0947,91923034,022,24310,701 317,935.17
FXN33,132,56027,8297,75033,168,13917,656 187,857.61
SCHB32,627,36459,4381,80132,688,60319,174 170,484.00

Data for 2022-05-23 to 2022-05-27 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.