Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY | 33,182,654 | 9,210,479 | 413,911 | 42,807,044 | 6,847,566 | 625.14 |
TQQQ | 26,983,861 | 9,045,988 | 161,911 | 36,191,760 | 3,464,737 | 1,044.57 |
SQQQ | 18,953,750 | 12,898,876 | 26,272 | 31,878,898 | 8,795,830 | 362.43 |
QQQ | 18,812,997 | 5,679,224 | 155,803 | 24,648,024 | 3,939,035 | 625.74 |
NVDS | 18,153,418 | 3,545,965 | 2,657 | 21,702,040 | 1,779,667 | 1,219.44 |
SOXS | 17,811,235 | 3,204,224 | 135,111 | 21,150,570 | 5,661,788 | 373.57 |
UVXY | 15,708,012 | 5,165,879 | 6,879 | 20,880,770 | 4,362,754 | 478.61 |
IBIT | 5,860,416 | 11,806,199 | 120,919 | 17,787,534 | 4,338,310 | 410.01 |
BITO | 12,016,874 | 2,733,068 | 108,743 | 14,858,685 | 3,684,221 | 403.31 |
VXX | 9,252,789 | 4,549,097 | 23,531 | 13,825,417 | 1,929,444 | 716.55 |
FSR | 9,855,983 | 3,100,637 | 175,952 | 13,132,572 | 5,930,479 | 221.44 |
SOUN | 10,238,251 | 2,503,060 | 140,177 | 12,881,488 | 3,968,652 | 324.58 |
QLD | 10,311,011 | 2,194,774 | 1,929 | 12,507,715 | 423,980 | 2,950.07 |
DNA | 11,951,284 | 405,971 | 34,233 | 12,391,487 | 1,219,403 | 1,016.19 |
SOXL | 9,272,447 | 1,980,480 | 64,573 | 11,317,501 | 3,724,150 | 303.89 |
TSLL | 9,685,781 | 925,837 | 5,053 | 10,616,672 | 965,542 | 1,099.56 |
MARA | 8,164,629 | 1,994,035 | 67,101 | 10,225,764 | 2,012,764 | 508.05 |
VERB | 6,699,585 | 2,535,991 | 173,805 | 9,409,381 | 2,273,627 | 413.85 |
SPXS | 7,506,660 | 1,031,000 | 25,443 | 8,563,102 | 1,238,309 | 691.52 |
BITF | 7,785,594 | 567,601 | 12,259 | 8,365,455 | 1,129,205 | 740.83 |
TZA | 6,133,204 | 2,190,313 | 13,124 | 8,336,640 | 912,662 | 913.44 |
UPRO | 6,647,204 | 1,349,538 | 7,595 | 8,004,337 | 553,746 | 1,445.49 |
IWM | 5,279,708 | 2,536,959 | 82,663 | 7,899,330 | 2,512,800 | 314.36 |
PLUG | 7,148,871 | 627,637 | 53,491 | 7,829,999 | 1,288,455 | 607.70 |
VIXY | 3,416,137 | 3,987,025 | 6,336 | 7,409,498 | 762,291 | 972.00 |
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.