Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY | 46,786,398 | 5,536,176 | 148,836 | 52,471,409 | 3,909,995 | 1,341.98 |
TQQQ | 37,573,292 | 8,378,721 | 74,903 | 46,026,915 | 5,559,406 | 827.91 |
SQQQ | 30,450,293 | 13,795,816 | 69,778 | 44,315,887 | 9,918,924 | 446.78 |
QQQ | 20,702,228 | 4,036,390 | 40,466 | 24,779,084 | 2,815,738 | 880.02 |
SPXS | 19,387,696 | 2,776,746 | 10,226 | 22,174,668 | 2,146,812 | 1,032.91 |
VXX | 15,929,680 | 2,532,559 | 11,633 | 18,473,872 | 991,164 | 1,863.86 |
SPXU | 15,632,789 | 1,266,469 | 2,467 | 16,901,725 | 566,540 | 2,983.32 |
UPRO | 15,106,730 | 1,221,840 | 11,353 | 16,339,923 | 599,034 | 2,727.71 |
SOXL | 12,793,624 | 2,382,589 | 126,077 | 15,302,290 | 5,670,046 | 269.88 |
TSLL | 14,503,323 | 742,178 | 42,406 | 15,287,907 | 2,253,718 | 678.34 |
QID | 13,659,055 | 1,368,798 | 3,032 | 15,030,885 | 404,776 | 3,713.38 |
SDS | 13,282,554 | 1,718,623 | 8,128 | 15,009,304 | 673,190 | 2,229.58 |
NVDL | 12,916,276 | 898,484 | 32,930 | 13,847,691 | 1,851,532 | 747.90 |
SQ | 867,585 | 12,962,288 | 3,248 | 13,833,121 | 411,492 | 3,361.70 |
SINT | 6,939,398 | 5,700,638 | 1,100,758 | 13,740,795 | 11,200,212 | 122.68 |
JBLU | 11,995,263 | 592,143 | 14,319 | 12,601,726 | 1,102,151 | 1,143.38 |
SOXS | 11,291,085 | 1,120,888 | 18,531 | 12,430,504 | 2,034,444 | 611.00 |
TELL | 11,093,534 | 638,203 | 32,882 | 11,764,619 | 1,176,183 | 1,000.24 |
TZA | 10,401,842 | 1,248,149 | 6,448 | 11,656,438 | 1,550,536 | 751.77 |
MARA | 9,994,940 | 1,425,853 | 52,862 | 11,473,656 | 4,265,868 | 268.96 |
QLD | 10,665,990 | 793,278 | 6,317 | 11,465,585 | 279,937 | 4,095.77 |
SPLG | 10,361,221 | 901,952 | 13,146 | 11,276,318 | 190,628 | 5,915.35 |
JAGX | 8,077,723 | 2,241,995 | 951,915 | 11,271,633 | 4,844,690 | 232.66 |
SSO | 10,147,742 | 741,351 | 5,757 | 10,894,850 | 274,607 | 3,967.43 |
EGOX | 4,939,697 | 4,797,625 | 681,766 | 10,419,088 | 5,702,078 | 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.