Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SQQQ | 777,518,207 | 4,033,698 | 7,209 | 781,559,114 | 2,352,761 | 33,218.81 |
SH | 624,789,990 | 268,706 | 2,660 | 625,061,356 | 153,647 | 406,816.51 |
SPDN | 424,032,764 | 156,989 | 14 | 424,189,767 | 42,044 | 1,008,918.67 |
PSQ | 370,869,436 | 118,468 | 0 | 370,987,904 | 200,450 | 185,077.53 |
DOG | 256,061,825 | 25,793 | 44 | 256,087,662 | 16,519 | 1,550,261.29 |
SPXS | 250,511,550 | 348,436 | 1,100 | 250,861,085 | 284,504 | 88,174.89 |
QID | 108,621,401 | 218,283 | 219 | 108,839,902 | 636,504 | 17,099.64 |
SDS | 86,578,991 | 88,706 | 360 | 86,668,057 | 255,051 | 33,980.68 |
RWM | 83,554,244 | 26,959 | 0 | 83,581,204 | 107,402 | 77,820.90 |
EEM | 80,913,690 | 463,139 | 84,717 | 81,461,546 | 756,823 | 10,763.62 |
TCAF | 75,152,914 | 119,741 | 0 | 75,272,655 | 8,576 | 877,712.86 |
CRKN | 59,784,512 | 10,389,319 | 4,595,656 | 74,769,486 | 8,110,788 | 921.85 |
SPLG | 67,219,842 | 360,553 | 518 | 67,580,912 | 476,695 | 14,176.97 |
AMC | 59,384,810 | 6,248,355 | 1,062,880 | 66,696,045 | 3,649,256 | 1,827.66 |
NIO | 60,134,913 | 5,010,769 | 57,374 | 65,203,057 | 3,814,421 | 1,709.38 |
GWAV | 49,588,900 | 6,573,691 | 2,639,692 | 58,802,283 | 3,342,093 | 1,759.44 |
SDOW | 58,489,269 | 307,454 | 0 | 58,796,723 | 248,424 | 23,667.89 |
FFIE | 38,509,104 | 9,045,084 | 10,697,990 | 58,252,177 | 10,025,180 | 581.06 |
FXN | 56,540,921 | 29,919 | 3,531 | 56,574,371 | 150,971 | 37,473.67 |
TWM | 54,902,671 | 40,563 | 339 | 54,943,572 | 179,689 | 30,577.04 |
SPXU | 48,541,806 | 107,622 | 287 | 48,649,715 | 83,304 | 58,400.21 |
TQQQ | 47,695,370 | 716,374 | 29,316 | 48,441,061 | 219,305 | 22,088.44 |
SFY | 46,394,199 | 29,787 | 0 | 46,423,985 | 15,549 | 298,565.73 |
EFA | 37,252,630 | 193,882 | 14,894 | 37,461,406 | 410,526 | 9,125.22 |
DUHP | 36,092,235 | 17,659 | 1,227 | 36,111,121 | 5,891 | 612,987.96 |
Data for 2024-05-10 to 2024-05-16 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.