Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY46,786,3985,536,176148,83652,471,4093,909,995 1,341.98
TQQQ37,573,2928,378,72174,90346,026,9155,559,406 827.91
SQQQ30,450,29313,795,81669,77844,315,8879,918,924 446.78
QQQ20,702,2284,036,39040,46624,779,0842,815,738 880.02
SPXS19,387,6962,776,74610,22622,174,6682,146,812 1,032.91
VXX15,929,6802,532,55911,63318,473,872991,164 1,863.86
SPXU15,632,7891,266,4692,46716,901,725566,540 2,983.32
UPRO15,106,7301,221,84011,35316,339,923599,034 2,727.71
SOXL12,793,6242,382,589126,07715,302,2905,670,046 269.88
TSLL14,503,323742,17842,40615,287,9072,253,718 678.34
QID13,659,0551,368,7983,03215,030,885404,776 3,713.38
SDS13,282,5541,718,6238,12815,009,304673,190 2,229.58
NVDL12,916,276898,48432,93013,847,6911,851,532 747.90
SQ867,58512,962,2883,24813,833,121411,492 3,361.70
SINT6,939,3985,700,6381,100,75813,740,79511,200,212 122.68
JBLU11,995,263592,14314,31912,601,7261,102,151 1,143.38
SOXS11,291,0851,120,88818,53112,430,5042,034,444 611.00
TELL11,093,534638,20332,88211,764,6191,176,183 1,000.24
TZA10,401,8421,248,1496,44811,656,4381,550,536 751.77
MARA9,994,9401,425,85352,86211,473,6564,265,868 268.96
QLD10,665,990793,2786,31711,465,585279,937 4,095.77
SPLG10,361,221901,95213,14611,276,318190,628 5,915.35
JAGX8,077,7232,241,995951,91511,271,6334,844,690 232.66
SSO10,147,742741,3515,75710,894,850274,607 3,967.43
EGOX4,939,6974,797,625681,76610,419,0885,702,078 182.72

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.