Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SQQQ797,444,5644,764,4361,509802,210,5092,463,457 32,564.42
SH596,719,872283,515800597,004,187164,030 363,960.37
PSQ390,351,911146,640306390,498,857182,957 213,437.51
SPDN365,171,985121,22214365,293,22141,470 880,861.40
DOG261,234,03625,56744261,259,64715,740 1,659,845.28
SPXS257,280,564392,0951,100257,673,758331,491 77,731.75
GWAV179,430,62212,601,3816,395,427198,427,4308,131,347 2,440.28
QID116,101,969238,36837116,340,375562,782 20,672.37
CRKN88,737,07417,595,2699,402,237115,734,58014,100,162 820.80
FFIE60,022,50725,509,57312,125,26897,657,34816,974,770 575.31
RWM90,299,54629,217090,328,763108,292 83,412.22
SDS89,261,89983,190089,345,089243,466 36,697.15
TCAF79,648,973120,563079,769,53710,213 781,058.82
EEM78,546,486306,884134,23078,987,600706,564 11,179.11
SDOW63,191,219305,96310963,497,290249,434 25,456.55
SPLG62,499,688411,66025962,911,607445,908 14,108.65
NIO55,583,5924,485,67950,22760,119,4993,767,112 1,595.90
TWM59,159,24629,036059,188,282186,333 31,764.79
AKAN43,658,9678,024,6552,559,62654,243,2481,846,496 2,937.63
SPXU53,919,065104,96128754,024,31275,382 71,667.39
AMC45,690,8985,353,221896,07151,940,1893,151,302 1,648.21
TQQQ47,522,055675,71860,66348,258,436203,759 23,684.08
SCHF47,426,836151,90244747,579,18564,334 73,956.52
FXN47,124,83554,3763,92347,183,134149,124 31,640.20
SFY38,828,58743,98136138,872,92919,509 199,256.39

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.