Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SQQQ | 965,850,623 | 4,909,023 | 59,130 | 970,818,776 | 2,235,580 | 43,425.81 |
SH | 968,248,373 | 842,531 | 6,179 | 969,097,084 | 335,056 | 289,234.36 |
SPDN | 600,087,999 | 175,201 | 4,233 | 600,267,433 | 50,508 | 1,188,460.11 |
SPXU | 398,794,216 | 531,921 | 200 | 399,326,337 | 282,009 | 141,600.56 |
SPXS | 319,538,469 | 714,985 | 4,201 | 320,257,654 | 331,615 | 96,575.14 |
NVDS | 289,348,784 | 518,603 | 1,939 | 289,869,326 | 266,886 | 108,611.66 |
SOXS | 156,567,773 | 18,554,422 | 10,544 | 175,132,739 | 4,088,039 | 4,284.03 |
DOG | 157,831,429 | 40,100 | 35 | 157,871,563 | 15,573 | 1,013,751.77 |
SDS | 109,628,780 | 263,832 | 7,632 | 109,900,244 | 99,412 | 110,550.28 |
TSLL | 93,444,158 | 1,027,639 | 1,462 | 94,473,260 | 607,421 | 15,553.18 |
SPLG | 85,251,391 | 189,247 | 62,413 | 85,503,050 | 27,024 | 316,396.72 |
RWM | 78,842,846 | 10,111 | 658 | 78,853,615 | 13,925 | 566,273.72 |
EEM | 64,113,623 | 570,072 | 40,712 | 64,724,407 | 836,837 | 7,734.41 |
TQQQ | 57,406,440 | 1,979,302 | 97,294 | 59,483,036 | 802,242 | 7,414.60 |
TWM | 58,093,510 | 75,199 | 481 | 58,169,190 | 42,367 | 137,298.35 |
JAAA | 41,197,661 | 48,284 | 1,767 | 41,247,712 | 9,263 | 445,295.39 |
QID | 33,521,231 | 387,750 | 5,690 | 33,914,672 | 434,955 | 7,797.28 |
SPY | 31,757,993 | 959,997 | 46,545 | 32,764,535 | 345,322 | 9,488.11 |
SDOW | 30,553,370 | 116,941 | 6,405 | 30,676,717 | 30,966 | 99,065.80 |
EFA | 26,624,206 | 221,535 | 25,331 | 26,871,072 | 323,981 | 8,294.03 |
CISS | 25,342,376 | 945,957 | 111,658 | 26,399,992 | 399,006 | 6,616.44 |
UVXY | 20,104,185 | 4,079,093 | 32,428 | 24,215,705 | 926,647 | 2,613.26 |
TCAF | 23,601,120 | 6,614 | 798 | 23,608,532 | 12,259 | 192,581.22 |
QLD | 22,633,388 | 223,824 | 5,300 | 22,862,513 | 17,878 | 127,880.71 |
PSQ | 22,345,005 | 358,629 | 3,223 | 22,706,858 | 205,619 | 11,043.17 |
Data for 2024-03-12 to 2024-03-18 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.