Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SQQQ | 797,444,564 | 4,764,436 | 1,509 | 802,210,509 | 2,463,457 | 32,564.42 |
SH | 596,719,872 | 283,515 | 800 | 597,004,187 | 164,030 | 363,960.37 |
PSQ | 390,351,911 | 146,640 | 306 | 390,498,857 | 182,957 | 213,437.51 |
SPDN | 365,171,985 | 121,222 | 14 | 365,293,221 | 41,470 | 880,861.40 |
DOG | 261,234,036 | 25,567 | 44 | 261,259,647 | 15,740 | 1,659,845.28 |
SPXS | 257,280,564 | 392,095 | 1,100 | 257,673,758 | 331,491 | 77,731.75 |
GWAV | 179,430,622 | 12,601,381 | 6,395,427 | 198,427,430 | 8,131,347 | 2,440.28 |
QID | 116,101,969 | 238,368 | 37 | 116,340,375 | 562,782 | 20,672.37 |
CRKN | 88,737,074 | 17,595,269 | 9,402,237 | 115,734,580 | 14,100,162 | 820.80 |
FFIE | 60,022,507 | 25,509,573 | 12,125,268 | 97,657,348 | 16,974,770 | 575.31 |
RWM | 90,299,546 | 29,217 | 0 | 90,328,763 | 108,292 | 83,412.22 |
SDS | 89,261,899 | 83,190 | 0 | 89,345,089 | 243,466 | 36,697.15 |
TCAF | 79,648,973 | 120,563 | 0 | 79,769,537 | 10,213 | 781,058.82 |
EEM | 78,546,486 | 306,884 | 134,230 | 78,987,600 | 706,564 | 11,179.11 |
SDOW | 63,191,219 | 305,963 | 109 | 63,497,290 | 249,434 | 25,456.55 |
SPLG | 62,499,688 | 411,660 | 259 | 62,911,607 | 445,908 | 14,108.65 |
NIO | 55,583,592 | 4,485,679 | 50,227 | 60,119,499 | 3,767,112 | 1,595.90 |
TWM | 59,159,246 | 29,036 | 0 | 59,188,282 | 186,333 | 31,764.79 |
AKAN | 43,658,967 | 8,024,655 | 2,559,626 | 54,243,248 | 1,846,496 | 2,937.63 |
SPXU | 53,919,065 | 104,961 | 287 | 54,024,312 | 75,382 | 71,667.39 |
AMC | 45,690,898 | 5,353,221 | 896,071 | 51,940,189 | 3,151,302 | 1,648.21 |
TQQQ | 47,522,055 | 675,718 | 60,663 | 48,258,436 | 203,759 | 23,684.08 |
SCHF | 47,426,836 | 151,902 | 447 | 47,579,185 | 64,334 | 73,956.52 |
FXN | 47,124,835 | 54,376 | 3,923 | 47,183,134 | 149,124 | 31,640.20 |
SFY | 38,828,587 | 43,981 | 361 | 38,872,929 | 19,509 | 199,256.39 |
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.