Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| CRKN | 58,631,340 | 30,265,990 | 804,611 | 89,701,940 | 23,521,153 | 381.37 |
| GWAV | 48,256,313 | 21,209,990 | 921,830 | 70,388,134 | 18,099,429 | 388.90 |
| FFIE | 33,358,633 | 18,922,546 | 1,754,629 | 54,035,808 | 15,841,346 | 341.11 |
| AMC | 28,943,656 | 11,474,377 | 699,860 | 41,117,892 | 9,573,421 | 429.50 |
| SINT | 21,168,306 | 8,905,176 | 303,625 | 30,377,108 | 6,746,112 | 450.29 |
| SPY | 22,660,511 | 3,012,325 | 316,474 | 25,989,309 | 3,575,378 | 726.90 |
| SLNA | 10,987,227 | 6,454,276 | 232,552 | 17,674,055 | 5,415,285 | 326.37 |
| TQQQ | 12,624,045 | 3,124,221 | 42,640 | 15,790,906 | 1,691,976 | 933.28 |
| NIO | 12,680,900 | 1,389,617 | 66,194 | 14,136,712 | 3,698,327 | 382.25 |
| SQQQ | 8,103,746 | 5,669,123 | 25,657 | 13,798,525 | 5,356,020 | 257.63 |
| TZA | 8,383,936 | 5,303,277 | 7,412 | 13,694,625 | 942,093 | 1,453.64 |
| PLUG | 9,414,179 | 2,581,683 | 220,686 | 12,216,549 | 3,839,598 | 318.17 |
| PEGY | 6,840,686 | 3,079,984 | 80,150 | 10,000,820 | 3,498,012 | 285.90 |
| QQQ | 8,063,850 | 1,791,650 | 77,932 | 9,933,433 | 2,017,117 | 492.46 |
| AMZN | 3,773,814 | 4,798,600 | 87,166 | 8,659,580 | 2,095,117 | 413.32 |
| GME | 5,528,155 | 2,093,123 | 395,630 | 8,016,908 | 4,143,232 | 193.49 |
| TSLL | 6,872,618 | 460,533 | 18,047 | 7,351,199 | 1,089,389 | 674.80 |
| NVAX | 4,270,988 | 2,571,053 | 119,635 | 6,961,676 | 2,357,279 | 295.33 |
| RIVN | 5,578,965 | 1,014,042 | 99,287 | 6,692,294 | 2,202,908 | 303.79 |
| MARA | 5,357,744 | 1,046,630 | 48,086 | 6,452,460 | 1,569,685 | 411.07 |
| SPCE | 5,753,193 | 362,524 | 43,117 | 6,158,834 | 801,559 | 768.36 |
| BSFC | 4,547,622 | 1,080,826 | 82,848 | 5,711,296 | 1,147,336 | 497.79 |
| PSQ | 5,042,600 | 612,529 | 6,307 | 5,661,437 | 166,231 | 3,405.76 |
| SPXS | 4,668,360 | 878,481 | 614 | 5,547,455 | 901,961 | 615.04 |
| AMZP | 5,470,880 | 0 | 60 | 5,470,940 | 603 | 907,286.90 |
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.