Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY33,314,7189,281,431511,06143,107,2117,041,418 612.20
TQQQ25,484,5537,773,621153,94533,412,1193,438,373 971.74
SQQQ17,950,73512,838,29217,31430,806,3408,894,652 346.35
QQQ18,353,8575,256,729150,22523,760,8113,936,692 603.57
NVDS18,850,6193,673,6521,58722,525,8581,814,804 1,241.23
SOXS16,618,2153,152,85883,78719,854,8605,302,307 374.46
UVXY14,338,8914,282,7916,17918,627,8603,969,592 469.26
FSR12,887,4843,645,685197,71416,730,8837,788,923 214.80
IBIT5,633,5779,753,116106,50815,493,2024,072,371 380.45
BITO12,005,7262,588,340104,88314,698,9493,694,517 397.86
SOUN11,414,4712,635,899176,60914,226,9793,956,242 359.61
VXX9,452,8314,405,33625,28913,883,4551,950,334 711.85
VERB8,381,5143,759,825250,50912,391,8483,864,201 320.68
DNA11,898,139411,03133,75512,342,9251,230,123 1,003.39
QLD9,717,4481,920,8211,27411,639,543368,593 3,157.83
TSLL10,240,943926,4215,86411,173,2271,082,602 1,032.07
SOXL8,439,9631,887,14055,46810,382,5713,705,194 280.22
MARA7,833,2181,564,25559,7509,457,2231,886,323 501.36
NVDL8,118,738750,0548,7958,877,586545,542 1,627.30
SPXS7,668,1211,059,26424,8818,752,2661,169,646 748.28
TZA6,650,6712,053,53614,9878,719,194914,563 953.37
BTTX6,108,7692,002,07772,8618,183,7072,746,932 297.92
IWM5,333,5812,729,58095,3068,158,4672,535,907 321.72
GERN5,931,2801,928,11069,8017,929,1912,570,891 308.42
UPRO6,306,7091,331,57150,0507,688,330576,719 1,333.12

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.