Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SQQQ | 780,173,661 | 4,687,017 | 14,637 | 784,875,315 | 2,887,884 | 27,178.21 |
SH | 497,126,513 | 542,164 | 0 | 497,668,677 | 91,087 | 546,366.31 |
PSQ | 349,500,161 | 66,023 | 602 | 349,566,786 | 27,921 | 1,251,985.19 |
SPDN | 265,143,351 | 182,689 | 0 | 265,326,040 | 42,709 | 621,241.52 |
SPXS | 231,702,951 | 664,227 | 1,800 | 232,368,978 | 379,602 | 61,213.84 |
GWAV | 162,830,241 | 8,982,555 | 310,366 | 172,123,162 | 5,545,878 | 3,103.62 |
DOG | 131,375,982 | 2,814 | 0 | 131,378,796 | 4,155 | 3,161,944.55 |
EEM | 97,775,170 | 708,466 | 12,670 | 98,496,305 | 717,455 | 13,728.57 |
FFIE | 72,939,469 | 21,027,918 | 2,032,777 | 96,000,165 | 13,223,587 | 725.98 |
CRKN | 73,405,684 | 13,193,327 | 799,616 | 87,398,626 | 6,128,255 | 1,426.16 |
QID | 85,910,658 | 89,951 | 178 | 86,000,787 | 22,124 | 388,721.69 |
SDS | 70,947,687 | 102,128 | 1,375 | 71,051,190 | 72,210 | 98,395.22 |
RWM | 58,968,450 | 2,802 | 0 | 58,971,252 | 16,582 | 355,634.13 |
XLF | 55,501,755 | 396,163 | 10,550 | 55,908,468 | 1,272,565 | 4,393.37 |
SPLG | 41,690,684 | 78,040 | 12,383 | 41,781,107 | 37,474 | 111,493.59 |
SPXU | 38,620,927 | 65,592 | 0 | 38,686,520 | 55,946 | 69,149.75 |
EFA | 32,301,326 | 243,944 | 4,260 | 32,549,530 | 167,225 | 19,464.51 |
TQQQ | 31,684,494 | 804,555 | 53,021 | 32,542,070 | 313,596 | 10,377.07 |
AKAN | 26,487,418 | 5,104,559 | 133,080 | 31,725,058 | 1,058,407 | 2,997.43 |
TWM | 30,869,032 | 26,099 | 431 | 30,895,562 | 34,799 | 88,782.90 |
AMC | 27,518,794 | 2,843,761 | 320,978 | 30,683,534 | 1,412,838 | 2,171.77 |
TCAF | 25,862,987 | 7,612 | 0 | 25,870,598 | 1,222 | 2,117,070.21 |
BITI | 23,353,014 | 215,283 | 40 | 23,568,336 | 42,531 | 55,414.49 |
TZA | 22,941,799 | 348,180 | 4,210 | 23,294,189 | 160,209 | 14,539.88 |
SDOW | 22,568,044 | 157,501 | 1,142 | 22,726,687 | 53,669 | 42,346.02 |
Data for 2024-05-14 to 2024-05-20 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.