Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SQQQ | 1,188,530,962 | 4,951,250 | 58,745 | 1,193,540,958 | 2,156,088 | 55,356.78 |
SH | 1,133,067,216 | 926,367 | 6,156 | 1,133,999,739 | 339,331 | 334,186.90 |
SPDN | 727,018,947 | 178,046 | 4,233 | 727,201,227 | 25,852 | 2,812,939.92 |
SPXU | 460,586,338 | 556,063 | 498 | 461,142,899 | 279,559 | 164,953.69 |
SPXS | 371,835,196 | 714,938 | 6,415 | 372,556,549 | 323,580 | 115,135.84 |
NVDS | 281,350,194 | 496,351 | 2,305 | 281,848,850 | 298,467 | 94,432.17 |
SOXS | 195,575,860 | 20,353,466 | 9,059 | 215,938,386 | 4,317,520 | 5,001.44 |
DOG | 170,046,974 | 40,104 | 84 | 170,087,162 | 16,511 | 1,030,144.52 |
SDS | 125,322,765 | 259,490 | 8,646 | 125,590,902 | 94,546 | 132,835.76 |
SPLG | 97,009,203 | 197,255 | 80,383 | 97,286,841 | 27,374 | 355,398.70 |
TSLL | 90,279,832 | 921,116 | 1,603 | 91,202,551 | 561,465 | 16,243.68 |
RWM | 79,989,308 | 12,557 | 658 | 80,002,522 | 14,480 | 552,503.60 |
TQQQ | 66,050,201 | 2,032,136 | 95,867 | 68,178,204 | 945,842 | 7,208.20 |
TWM | 66,001,211 | 83,346 | 260 | 66,084,817 | 42,594 | 155,150.53 |
EEM | 59,725,435 | 566,599 | 40,114 | 60,332,147 | 852,882 | 7,073.91 |
QID | 35,786,217 | 398,436 | 5,825 | 36,190,478 | 469,650 | 7,705.84 |
SDOW | 33,705,125 | 112,937 | 8,481 | 33,826,542 | 32,899 | 102,819.36 |
SPY | 31,752,114 | 1,013,747 | 41,123 | 32,806,984 | 361,157 | 9,083.86 |
QLD | 28,360,183 | 220,567 | 5,777 | 28,586,526 | 15,732 | 181,709.42 |
EFA | 27,401,537 | 227,781 | 29,302 | 27,658,621 | 292,929 | 9,442.09 |
JAAA | 26,077,849 | 36,464 | 1,792 | 26,116,106 | 10,031 | 260,353.96 |
CISS | 24,991,793 | 727,573 | 106,850 | 25,826,217 | 237,969 | 10,852.77 |
UVXY | 20,390,293 | 5,189,018 | 35,138 | 25,614,450 | 1,047,728 | 2,444.76 |
SSO | 25,276,598 | 41,421 | 1,647 | 25,319,666 | 4,676 | 541,481.31 |
PSQ | 23,563,077 | 453,597 | 3,055 | 24,019,729 | 212,058 | 11,326.96 |
Data for 2024-03-11 to 2024-03-15 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.