Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SQQQ | 741,242,555 | 3,484,175 | 18,067 | 744,744,798 | 2,478,372 | 30,049.76 |
SH | 506,538,638 | 363,439 | 0 | 506,902,077 | 81,991 | 618,241.12 |
PSQ | 321,868,072 | 75,251 | 602 | 321,943,925 | 20,633 | 1,560,335.02 |
SPDN | 307,924,975 | 185,398 | 0 | 308,110,374 | 37,228 | 827,630.75 |
SPXS | 198,478,197 | 506,631 | 3,815 | 198,988,643 | 277,363 | 71,743.04 |
DOG | 117,300,689 | 2,872 | 0 | 117,303,561 | 2,400 | 4,887,648.38 |
EEM | 100,233,212 | 1,211,604 | 12,799 | 101,457,616 | 737,434 | 13,758.20 |
QID | 80,086,201 | 100,647 | 603 | 80,187,452 | 18,888 | 424,541.78 |
SDS | 65,211,558 | 102,980 | 1,723 | 65,316,262 | 71,398 | 91,481.92 |
RWM | 52,087,501 | 3,174 | 0 | 52,090,674 | 12,996 | 400,820.82 |
SPLG | 46,639,285 | 58,605 | 16,818 | 46,714,708 | 30,213 | 154,617.91 |
AMC | 34,150,802 | 3,467,275 | 324,674 | 37,942,751 | 1,719,054 | 2,207.19 |
XLF | 33,576,121 | 425,848 | 14,395 | 34,016,364 | 1,164,473 | 2,921.18 |
EFA | 33,464,903 | 202,435 | 7,966 | 33,675,304 | 171,221 | 19,667.74 |
TQQQ | 32,662,096 | 862,422 | 45,447 | 33,569,965 | 314,273 | 10,681.78 |
FFIE | 24,702,737 | 7,612,963 | 1,110,362 | 33,426,062 | 7,703,902 | 433.88 |
SPXU | 29,670,885 | 69,811 | 97 | 29,740,793 | 50,715 | 58,642.99 |
BITI | 27,225,840 | 31,058 | 1,234 | 27,258,132 | 38,003 | 71,726.26 |
TWM | 25,427,565 | 13,278 | 0 | 25,440,843 | 20,134 | 126,357.62 |
TCAF | 22,343,189 | 6,207 | 0 | 22,349,396 | 714 | 3,130,167.51 |
FXI | 21,379,062 | 368,831 | 22,197 | 21,770,090 | 673,535 | 3,232.21 |
CRKN | 17,088,451 | 4,022,418 | 56,929 | 21,167,798 | 1,879,640 | 1,126.16 |
NIO | 18,450,289 | 1,314,296 | 10,818 | 19,775,402 | 785,613 | 2,517.19 |
GWAV | 17,079,435 | 2,258,296 | 78,355 | 19,416,087 | 2,247,916 | 863.74 |
TZA | 18,170,117 | 463,732 | 4,112 | 18,637,962 | 177,531 | 10,498.43 |
Data for 2024-05-09 to 2024-05-15 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.