Maker Opportunity

Download

Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
MSTZ	179,498,447	1,509,471	174,684	181,182,602	7,911,741	2,290.05
ELAB	27,798,596	7,810,585	406,857	36,016,038	13,677,732	263.32
AMZN	8,175,383	21,408,026	106,444	29,689,853	2,878,985	1,031.26
QDVO	29,342,730	292	0	29,343,022	186	15,775,818.28
TSLL	24,310,572	2,311,197	141,560	26,763,329	2,912,234	919.00
TQQQ	16,993,713	3,567,123	34,061	20,594,897	1,691,435	1,217.60
APLM	17,629,238	1,924,952	129,326	19,683,516	2,396,218	821.44
PACB	18,608,271	219,747	14,353	18,842,371	529,330	3,559.66
IAUX	16,391,883	875,423	525,932	17,793,238	682,030	2,608.86
MVST	13,342,329	1,510,667	152,410	15,005,406	1,673,570	896.61
RIVN	12,797,165	2,080,455	67,358	14,944,977	2,994,479	499.08
SPY	10,291,451	2,146,083	433,572	12,871,106	2,893,470	444.83
SOXL	10,493,534	2,021,957	37,223	12,552,714	3,054,172	411.00
NMHI	10,436,319	1,553,980	43,713	12,034,012	1,849,934	650.51
CERO	10,309,930	1,277,853	51,471	11,639,254	1,346,610	864.34
SOXS	10,670,416	837,035	41,362	11,548,813	1,808,522	638.58
NU	9,160,194	2,265,123	56,738	11,482,055	3,380,563	339.65
UVIX	8,541,244	2,659,125	236,148	11,436,518	3,447,350	331.75
PLTR	8,687,304	2,207,147	163,803	11,058,255	4,211,014	262.60
MARA	9,344,552	1,541,766	116,642	11,002,960	2,933,468	375.08
SMCI	7,128,471	3,410,266	248,767	10,787,504	4,092,240	263.61
NVDA	6,233,175	3,804,514	360,994	10,398,683	7,306,027	142.33
SQQQ	7,923,406	2,405,161	46,103	10,374,670	3,062,614	338.75
QQQ	7,886,672	2,063,367	116,936	10,066,974	1,958,221	514.09
IBIT	6,160,023	3,263,511	130,714	9,554,249	4,191,100	227.97

Data for 2024-11-13 to 2024-11-19 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.