Maker Opportunity

Download
SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SQQQ741,242,5553,484,17518,067744,744,7982,478,372 30,049.76
SH506,538,638363,4390506,902,07781,991 618,241.12
PSQ321,868,07275,251602321,943,92520,633 1,560,335.02
SPDN307,924,975185,3980308,110,37437,228 827,630.75
SPXS198,478,197506,6313,815198,988,643277,363 71,743.04
DOG117,300,6892,8720117,303,5612,400 4,887,648.38
EEM100,233,2121,211,60412,799101,457,616737,434 13,758.20
QID80,086,201100,64760380,187,45218,888 424,541.78
SDS65,211,558102,9801,72365,316,26271,398 91,481.92
RWM52,087,5013,174052,090,67412,996 400,820.82
SPLG46,639,28558,60516,81846,714,70830,213 154,617.91
AMC34,150,8023,467,275324,67437,942,7511,719,054 2,207.19
XLF33,576,121425,84814,39534,016,3641,164,473 2,921.18
EFA33,464,903202,4357,96633,675,304171,221 19,667.74
TQQQ32,662,096862,42245,44733,569,965314,273 10,681.78
FFIE24,702,7377,612,9631,110,36233,426,0627,703,902 433.88
SPXU29,670,88569,8119729,740,79350,715 58,642.99
BITI27,225,84031,0581,23427,258,13238,003 71,726.26
TWM25,427,56513,278025,440,84320,134 126,357.62
TCAF22,343,1896,207022,349,396714 3,130,167.51
FXI21,379,062368,83122,19721,770,090673,535 3,232.21
CRKN17,088,4514,022,41856,92921,167,7981,879,640 1,126.16
NIO18,450,2891,314,29610,81819,775,402785,613 2,517.19
GWAV17,079,4352,258,29678,35519,416,0872,247,916 863.74
TZA18,170,117463,7324,11218,637,962177,531 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.