Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY | 37,689,001 | 6,615,201 | 403,149 | 44,707,351 | 5,304,451 | 842.83 |
TQQQ | 33,461,519 | 7,067,442 | 79,267 | 40,608,228 | 2,857,538 | 1,421.09 |
TSLL | 36,727,691 | 2,669,862 | 81,228 | 39,478,781 | 2,786,361 | 1,416.86 |
SQQQ | 22,093,958 | 8,881,556 | 26,965 | 31,002,479 | 6,440,018 | 481.40 |
QQQ | 19,380,342 | 4,377,869 | 145,944 | 23,904,154 | 3,060,579 | 781.03 |
SOFI | 19,337,173 | 1,407,660 | 166,519 | 20,911,352 | 3,435,435 | 608.70 |
PEGY | 16,081,439 | 2,230,819 | 118,384 | 18,430,643 | 4,381,017 | 420.69 |
TLRY | 14,294,014 | 1,537,125 | 36,663 | 15,867,802 | 2,930,231 | 541.52 |
ALT | 13,059,009 | 192,861 | 1,451 | 13,253,321 | 151,565 | 8,744.31 |
AKAN | 10,443,298 | 1,539,107 | 93,540 | 12,075,945 | 1,457,268 | 828.67 |
VXX | 9,393,054 | 2,257,660 | 12,810 | 11,663,523 | 1,358,015 | 858.87 |
SPXS | 9,351,493 | 1,958,543 | 1,986 | 11,312,022 | 1,366,167 | 828.01 |
QLD | 10,216,867 | 962,403 | 3,626 | 11,182,896 | 252,416 | 4,430.34 |
QID | 8,722,083 | 1,856,434 | 11,984 | 10,590,501 | 444,425 | 2,382.97 |
SOXL | 8,977,965 | 1,491,102 | 32,553 | 10,501,620 | 3,189,841 | 329.22 |
SPXU | 8,711,597 | 1,554,463 | 3,807 | 10,269,867 | 482,887 | 2,126.76 |
SNAP | 8,120,576 | 1,462,252 | 149,241 | 9,732,068 | 2,859,147 | 340.38 |
UVXY | 8,092,506 | 1,486,586 | 41,739 | 9,620,831 | 689,938 | 1,394.45 |
LABD | 9,123,308 | 426,175 | 5,421 | 9,554,905 | 742,803 | 1,286.33 |
TZA | 6,960,025 | 2,479,977 | 10,716 | 9,450,718 | 1,716,749 | 550.50 |
SDS | 8,467,846 | 692,550 | 12,193 | 9,172,588 | 693,303 | 1,323.03 |
UPRO | 8,167,092 | 797,522 | 3,025 | 8,967,638 | 509,551 | 1,759.91 |
GDX | 6,730,478 | 1,245,794 | 43,459 | 8,019,731 | 1,992,667 | 402.46 |
INTC | 5,741,983 | 1,890,753 | 118,760 | 7,751,495 | 3,499,834 | 221.48 |
TNA | 6,541,383 | 1,074,962 | 21,027 | 7,637,372 | 588,791 | 1,297.13 |
Data for 2024-04-25 to 2024-05-01 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.