Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY | 33,314,718 | 9,281,431 | 511,061 | 43,107,211 | 7,041,418 | 612.20 |
TQQQ | 25,484,553 | 7,773,621 | 153,945 | 33,412,119 | 3,438,373 | 971.74 |
SQQQ | 17,950,735 | 12,838,292 | 17,314 | 30,806,340 | 8,894,652 | 346.35 |
QQQ | 18,353,857 | 5,256,729 | 150,225 | 23,760,811 | 3,936,692 | 603.57 |
NVDS | 18,850,619 | 3,673,652 | 1,587 | 22,525,858 | 1,814,804 | 1,241.23 |
SOXS | 16,618,215 | 3,152,858 | 83,787 | 19,854,860 | 5,302,307 | 374.46 |
UVXY | 14,338,891 | 4,282,791 | 6,179 | 18,627,860 | 3,969,592 | 469.26 |
FSR | 12,887,484 | 3,645,685 | 197,714 | 16,730,883 | 7,788,923 | 214.80 |
IBIT | 5,633,577 | 9,753,116 | 106,508 | 15,493,202 | 4,072,371 | 380.45 |
BITO | 12,005,726 | 2,588,340 | 104,883 | 14,698,949 | 3,694,517 | 397.86 |
SOUN | 11,414,471 | 2,635,899 | 176,609 | 14,226,979 | 3,956,242 | 359.61 |
VXX | 9,452,831 | 4,405,336 | 25,289 | 13,883,455 | 1,950,334 | 711.85 |
VERB | 8,381,514 | 3,759,825 | 250,509 | 12,391,848 | 3,864,201 | 320.68 |
DNA | 11,898,139 | 411,031 | 33,755 | 12,342,925 | 1,230,123 | 1,003.39 |
QLD | 9,717,448 | 1,920,821 | 1,274 | 11,639,543 | 368,593 | 3,157.83 |
TSLL | 10,240,943 | 926,421 | 5,864 | 11,173,227 | 1,082,602 | 1,032.07 |
SOXL | 8,439,963 | 1,887,140 | 55,468 | 10,382,571 | 3,705,194 | 280.22 |
MARA | 7,833,218 | 1,564,255 | 59,750 | 9,457,223 | 1,886,323 | 501.36 |
NVDL | 8,118,738 | 750,054 | 8,795 | 8,877,586 | 545,542 | 1,627.30 |
SPXS | 7,668,121 | 1,059,264 | 24,881 | 8,752,266 | 1,169,646 | 748.28 |
TZA | 6,650,671 | 2,053,536 | 14,987 | 8,719,194 | 914,563 | 953.37 |
BTTX | 6,108,769 | 2,002,077 | 72,861 | 8,183,707 | 2,746,932 | 297.92 |
IWM | 5,333,581 | 2,729,580 | 95,306 | 8,158,467 | 2,535,907 | 321.72 |
GERN | 5,931,280 | 1,928,110 | 69,801 | 7,929,191 | 2,570,891 | 308.42 |
UPRO | 6,306,709 | 1,331,571 | 50,050 | 7,688,330 | 576,719 | 1,333.12 |
Data for 2024-03-12 to 2024-03-18 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.