Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SH | 1,353,641,041 | 415,804 | 340 | 1,354,057,185 | 217,772 | 621,777.45 |
SQQQ | 1,091,323,161 | 3,337,174 | 46,646 | 1,094,706,981 | 2,779,326 | 39,387.50 |
SPDN | 1,018,038,094 | 138,997 | 40 | 1,018,177,131 | 84,278 | 1,208,117.34 |
DOG | 582,655,565 | 134,793 | 1,001 | 582,791,360 | 33,417 | 1,743,996.65 |
SPXS | 477,472,377 | 648,852 | 0 | 478,121,229 | 727,570 | 65,714.81 |
PSQ | 423,532,818 | 439,749 | 0 | 423,972,567 | 459,421 | 92,284.11 |
SDS | 212,098,600 | 962,873 | 4,887 | 213,066,360 | 856,070 | 24,888.89 |
SPLG | 178,660,664 | 759,952 | 6,203 | 179,426,819 | 902,169 | 19,888.38 |
QID | 153,653,465 | 989,341 | 2,495 | 154,645,301 | 678,092 | 22,805.95 |
RWM | 113,216,888 | 45,062 | 0 | 113,261,950 | 151,451 | 74,784.55 |
SDOW | 108,049,723 | 614,662 | 2,247 | 108,666,632 | 614,839 | 17,674.00 |
SPXU | 96,715,361 | 1,092,786 | 2,753 | 97,810,900 | 1,182,245 | 8,273.32 |
TQQQ | 86,439,807 | 2,500,853 | 30,894 | 88,971,554 | 1,332,147 | 6,678.81 |
TWM | 86,744,149 | 53,868 | 5,140 | 86,803,157 | 247,879 | 35,018.36 |
EEM | 77,234,745 | 311,531 | 48,142 | 77,594,419 | 870,877 | 8,909.92 |
FELC | 75,570,712 | 27,273 | 760 | 75,598,744 | 2,850 | 2,652,587.51 |
TCAF | 68,765,625 | 68,425 | 0 | 68,834,051 | 11,545 | 596,223.92 |
SSO | 54,874,989 | 36,876 | 2,136 | 54,914,001 | 8,803 | 623,810.08 |
DXD | 49,566,273 | 76,800 | 60 | 49,643,133 | 7,902 | 628,235.04 |
NIO | 43,432,021 | 2,168,504 | 16,744 | 45,617,269 | 1,910,089 | 2,388.23 |
EFA | 41,999,304 | 269,967 | 10,205 | 42,279,475 | 624,695 | 6,768.02 |
UPRO | 41,380,840 | 104,482 | 8,305 | 41,493,627 | 18,760 | 221,181.38 |
XLF | 39,060,953 | 1,388,991 | 68,036 | 40,517,980 | 2,464,214 | 1,644.26 |
QLD | 38,094,349 | 161,211 | 1,998 | 38,257,557 | 19,655 | 194,645.42 |
DYNF | 37,880,997 | 22,024 | 1,320 | 37,904,342 | 1,215 | 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.