Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPXU | 41,586,743 | 2,519,862 | 28,577 | 44,135,183 | 1,340,184 | 3,293.22 |
SPY | 31,710,685 | 6,295,375 | 216,242 | 38,222,302 | 4,130,127 | 925.45 |
SPXS | 33,183,218 | 2,121,157 | 5,090 | 35,309,464 | 1,478,334 | 2,388.46 |
TQQQ | 20,648,280 | 6,478,998 | 75,837 | 27,203,115 | 13,758,387 | 197.72 |
SDS | 23,847,742 | 1,670,006 | 4,022 | 25,521,770 | 1,450,231 | 1,759.84 |
SSO | 23,803,800 | 1,619,179 | 23,223 | 25,446,202 | 376,786 | 6,753.49 |
GRAB | 23,270,770 | 1,212,789 | 18,520 | 24,502,079 | 2,031,455 | 1,206.13 |
SQQQ | 17,842,960 | 5,777,406 | 106,985 | 23,727,352 | 9,104,453 | 260.61 |
UPRO | 19,295,666 | 1,401,733 | 15,495 | 20,712,895 | 722,636 | 2,866.30 |
SPLG | 18,932,342 | 1,028,190 | 2,140 | 19,962,672 | 197,750 | 10,094.90 |
UVXY | 14,069,055 | 4,874,968 | 36,158 | 18,980,180 | 3,870,789 | 490.34 |
RMO | 15,558,123 | 116,819 | 15,741 | 15,690,684 | 511,517 | 3,067.48 |
AAPL | 5,797,299 | 9,082,515 | 82,388 | 14,962,203 | 6,270,065 | 238.63 |
FNGU | 13,484,768 | 834,189 | 31,414 | 14,350,371 | 1,304,709 | 1,099.89 |
SNAP | 8,754,636 | 4,476,884 | 113,340 | 13,344,860 | 12,542,073 | 106.40 |
QQQ | 10,684,716 | 2,530,731 | 87,592 | 13,303,039 | 3,398,296 | 391.46 |
SH | 10,318,782 | 949,667 | 47,226 | 11,315,676 | 3,526,656 | 320.86 |
CEI | 10,569,886 | 500,294 | 39,086 | 11,109,266 | 1,403,551 | 791.51 |
AMC | 7,923,243 | 2,366,012 | 63,201 | 10,352,456 | 6,493,260 | 159.43 |
KOLD | 7,076,554 | 3,108,020 | 23,038 | 10,207,612 | 1,814,577 | 562.53 |
SPXL | 9,064,622 | 575,876 | 5,372 | 9,645,870 | 552,838 | 1,744.79 |
SPDN | 8,864,971 | 372,439 | 1,897 | 9,239,307 | 130,568 | 7,076.24 |
SNDL | 1,757,945 | 6,547,800 | 69,722 | 8,375,466 | 2,633,938 | 317.98 |
GNCA | 4,456,958 | 3,122,946 | 412,806 | 7,992,710 | 5,710,103 | 139.97 |
VOO | 6,783,843 | 730,771 | 4,219 | 7,518,833 | 272,117 | 2,763.09 |
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.