Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SQQQ | 21,990,146 | 18,167,806 | 26,902 | 40,184,854 | 9,684,754 | 414.93 |
TQQQ | 28,223,173 | 11,194,200 | 62,563 | 39,479,937 | 6,032,133 | 654.49 |
SPY | 30,362,373 | 5,330,312 | 160,307 | 35,852,992 | 4,853,722 | 738.67 |
SOXS | 28,334,010 | 6,624,188 | 78,854 | 35,037,053 | 12,387,010 | 282.85 |
MARA | 19,214,194 | 3,349,034 | 62,485 | 22,625,713 | 6,564,824 | 344.65 |
SOUN | 18,601,152 | 3,461,427 | 236,026 | 22,298,604 | 11,047,607 | 201.84 |
IBIT | 7,542,321 | 14,537,162 | 121,608 | 22,201,091 | 5,162,313 | 430.06 |
FSR | 14,344,070 | 5,800,575 | 1,193,897 | 21,338,542 | 9,741,250 | 219.05 |
QQQ | 16,267,675 | 4,350,899 | 45,722 | 20,664,297 | 2,828,074 | 730.68 |
NVDS | 17,070,747 | 3,286,366 | 7,031 | 20,364,144 | 1,385,170 | 1,470.15 |
UVXY | 14,680,691 | 3,989,643 | 14,808 | 18,685,141 | 1,897,926 | 984.50 |
BITO | 14,824,614 | 2,474,277 | 62,774 | 17,361,666 | 2,666,978 | 650.99 |
SOXL | 12,686,703 | 2,473,097 | 142,968 | 15,302,769 | 6,065,470 | 252.29 |
DNA | 13,682,812 | 424,270 | 13,065 | 14,120,147 | 1,710,262 | 825.61 |
VXX | 9,222,618 | 3,669,258 | 47,494 | 12,939,370 | 1,018,797 | 1,270.06 |
QLD | 10,462,587 | 2,111,637 | 4,420 | 12,578,644 | 252,078 | 4,989.98 |
TSLL | 10,825,525 | 611,525 | 13,507 | 11,450,557 | 1,817,124 | 630.15 |
BITF | 10,496,842 | 578,419 | 9,573 | 11,084,834 | 1,574,583 | 703.99 |
TSLA | 7,434,298 | 3,319,539 | 165,412 | 10,919,248 | 8,556,206 | 127.62 |
SPXS | 8,430,647 | 2,256,933 | 3,908 | 10,691,488 | 2,133,140 | 501.21 |
TZA | 7,605,110 | 3,041,338 | 11,331 | 10,657,779 | 1,215,955 | 876.49 |
CLSK | 8,081,198 | 1,300,778 | 42,756 | 9,424,732 | 3,351,972 | 281.17 |
VERB | 5,742,679 | 2,939,978 | 710,638 | 9,393,296 | 6,098,548 | 154.03 |
UPRO | 7,212,781 | 1,877,193 | 2,041 | 9,092,015 | 532,824 | 1,706.38 |
NIO | 7,542,626 | 950,372 | 52,648 | 8,545,645 | 4,036,532 | 211.71 |
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.