Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SH1,324,990,710251,534141,325,242,258266,307 497,637.03
SQQQ1,194,660,9085,400,4128,5231,200,069,8422,028,542 59,159.23
SPDN939,903,484205,5190940,109,00358,863 1,597,113.64
SOXS743,241,247104,497,19142,430847,780,86924,747,331 3,425.75
SPXU643,577,143785,816220644,363,179354,802 181,612.05
SPXS428,576,531578,5801,274429,156,384465,375 92,217.33
DOG380,995,448160,9150381,156,36338,432 991,768.22
NVDS331,632,848348,724160331,981,732120,966 274,442.18
SDS165,718,612666,0045,061166,389,677471,032 35,324.50
SPLG142,145,091557,53610,800142,713,427632,460 22,564.81
RWM139,522,132115,699215139,638,046107,357 130,068.88
TWM121,456,69697,2771,186121,555,159203,997 59,586.74
SDOW108,205,297393,8582,319108,601,473197,565 54,970.00
TSLL96,453,598261,4824,38096,719,460270,602 35,742.33
TCAF95,855,10450,899995,906,01210,041 955,144.03
TQQQ92,563,1352,694,38722,40395,279,925888,787 10,720.22
JAAA49,891,1611,662,30354051,554,00424,428 211,044.72
QLD48,956,596286,0613,03149,245,68716,384 300,571.82
EEM47,314,384358,43427,69947,700,516926,677 5,147.48
SSO42,594,34868,7261,81642,664,8906,575 648,895.67
XLF41,313,553693,05019,15242,025,7551,834,771 2,290.52
QID36,657,122648,63317137,305,926567,261 6,576.50
DYNF36,691,867121,8854,91736,818,66823,127 159,202.09
NIO31,420,3303,501,51519,87134,941,7161,869,515 1,869.03
SPY33,225,8711,194,18637,92734,457,984327,003 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.