Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
CRKN | 53,858,928 | 31,910,244 | 6,087,483 | 91,856,655 | 49,004,203 | 187.45 |
GWAV | 45,550,470 | 31,854,568 | 7,109,212 | 84,514,250 | 51,624,046 | 163.71 |
FFIE | 32,244,644 | 22,505,023 | 7,821,528 | 62,571,196 | 48,319,556 | 129.49 |
AMC | 38,026,901 | 16,569,427 | 1,201,504 | 55,797,832 | 31,234,806 | 178.64 |
SINT | 21,229,425 | 11,428,804 | 3,856,299 | 36,514,528 | 19,435,935 | 187.87 |
SPY | 22,959,446 | 2,228,135 | 107,487 | 25,295,068 | 2,933,130 | 862.39 |
TZA | 10,485,781 | 8,355,341 | 7,871 | 18,848,992 | 1,545,672 | 1,219.47 |
TQQQ | 14,180,103 | 4,184,043 | 61,218 | 18,425,364 | 3,914,180 | 470.73 |
NIO | 16,900,216 | 1,294,141 | 67,072 | 18,261,430 | 4,646,735 | 392.99 |
SLNA | 9,260,090 | 7,023,360 | 1,396,083 | 17,679,532 | 10,330,851 | 171.13 |
SQQQ | 10,363,246 | 6,516,023 | 78,382 | 16,957,652 | 6,535,247 | 259.48 |
PEGY | 6,237,608 | 7,107,839 | 3,523,569 | 16,869,016 | 15,199,941 | 110.98 |
PLUG | 9,810,083 | 3,090,101 | 72,052 | 12,972,236 | 4,774,068 | 271.72 |
GME | 7,536,052 | 4,919,427 | 426,723 | 12,882,202 | 13,184,241 | 97.71 |
NVAX | 6,336,289 | 5,262,371 | 323,983 | 11,922,643 | 6,439,287 | 185.15 |
TSLL | 9,681,615 | 563,361 | 86,639 | 10,331,614 | 2,413,218 | 428.13 |
MARA | 8,249,096 | 1,597,695 | 34,864 | 9,881,654 | 3,284,668 | 300.84 |
QQQ | 7,586,638 | 1,436,428 | 34,870 | 9,057,936 | 1,928,782 | 469.62 |
RIVN | 7,344,397 | 1,111,081 | 61,593 | 8,517,070 | 3,081,681 | 276.38 |
DNA | 5,442,546 | 2,363,633 | 336,631 | 8,142,810 | 2,164,847 | 376.14 |
NKLA | 3,426,272 | 4,443,068 | 126,665 | 7,996,005 | 3,241,399 | 246.68 |
SOUN | 6,135,936 | 964,409 | 69,505 | 7,169,849 | 3,718,653 | 192.81 |
SOXL | 5,608,007 | 1,292,793 | 229,373 | 7,130,173 | 4,153,502 | 171.67 |
SPXS | 5,692,913 | 1,321,077 | 2,572 | 7,016,562 | 1,215,075 | 577.46 |
LABD | 6,562,106 | 406,801 | 12,981 | 6,981,888 | 1,318,410 | 529.57 |
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.