Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SH | 1,324,990,710 | 251,534 | 14 | 1,325,242,258 | 266,307 | 497,637.03 |
SQQQ | 1,194,660,908 | 5,400,412 | 8,523 | 1,200,069,842 | 2,028,542 | 59,159.23 |
SPDN | 939,903,484 | 205,519 | 0 | 940,109,003 | 58,863 | 1,597,113.64 |
SOXS | 743,241,247 | 104,497,191 | 42,430 | 847,780,869 | 24,747,331 | 3,425.75 |
SPXU | 643,577,143 | 785,816 | 220 | 644,363,179 | 354,802 | 181,612.05 |
SPXS | 428,576,531 | 578,580 | 1,274 | 429,156,384 | 465,375 | 92,217.33 |
DOG | 380,995,448 | 160,915 | 0 | 381,156,363 | 38,432 | 991,768.22 |
NVDS | 331,632,848 | 348,724 | 160 | 331,981,732 | 120,966 | 274,442.18 |
SDS | 165,718,612 | 666,004 | 5,061 | 166,389,677 | 471,032 | 35,324.50 |
SPLG | 142,145,091 | 557,536 | 10,800 | 142,713,427 | 632,460 | 22,564.81 |
RWM | 139,522,132 | 115,699 | 215 | 139,638,046 | 107,357 | 130,068.88 |
TWM | 121,456,696 | 97,277 | 1,186 | 121,555,159 | 203,997 | 59,586.74 |
SDOW | 108,205,297 | 393,858 | 2,319 | 108,601,473 | 197,565 | 54,970.00 |
TSLL | 96,453,598 | 261,482 | 4,380 | 96,719,460 | 270,602 | 35,742.33 |
TCAF | 95,855,104 | 50,899 | 9 | 95,906,012 | 10,041 | 955,144.03 |
TQQQ | 92,563,135 | 2,694,387 | 22,403 | 95,279,925 | 888,787 | 10,720.22 |
JAAA | 49,891,161 | 1,662,303 | 540 | 51,554,004 | 24,428 | 211,044.72 |
QLD | 48,956,596 | 286,061 | 3,031 | 49,245,687 | 16,384 | 300,571.82 |
EEM | 47,314,384 | 358,434 | 27,699 | 47,700,516 | 926,677 | 5,147.48 |
SSO | 42,594,348 | 68,726 | 1,816 | 42,664,890 | 6,575 | 648,895.67 |
XLF | 41,313,553 | 693,050 | 19,152 | 42,025,755 | 1,834,771 | 2,290.52 |
QID | 36,657,122 | 648,633 | 171 | 37,305,926 | 567,261 | 6,576.50 |
DYNF | 36,691,867 | 121,885 | 4,917 | 36,818,668 | 23,127 | 159,202.09 |
NIO | 31,420,330 | 3,501,515 | 19,871 | 34,941,716 | 1,869,515 | 1,869.03 |
SPY | 33,225,871 | 1,194,186 | 37,927 | 34,457,984 | 327,003 | 10,537.51 |
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.