Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY32,528,6765,268,466186,56637,983,7084,841,983 784.47
SQQQ21,055,85115,819,97934,53236,910,3629,632,299 383.19
TQQQ26,802,9939,384,79361,49336,249,2785,901,369 614.25
SOXS26,544,4895,861,23959,78032,465,50810,329,908 314.29
FSR19,892,2426,601,7721,381,31927,875,33212,877,520 216.47
BITO22,989,0662,408,48261,68725,459,2352,505,595 1,016.10
SOUN20,160,9833,975,414275,45224,411,84911,778,138 207.26
MARA18,660,1442,661,25546,51421,367,9146,004,057 355.89
NVDS17,742,1303,372,1175,94821,120,1951,285,383 1,643.11
QQQ15,798,3844,070,53744,94819,913,8692,776,211 717.30
TELL19,440,754313,35359,98619,814,0921,719,387 1,152.39
IBIT7,430,63612,145,603101,92119,678,1604,707,447 418.02
UVXY13,807,1233,949,42614,10717,770,6561,804,716 984.68
DNA13,796,221373,96511,87614,182,0621,760,764 805.45
SOXL11,102,0692,501,221101,49413,704,7836,186,669 221.52
VERB7,610,2204,728,9241,186,76513,525,90910,001,637 135.24
VXX9,521,7373,690,34750,05113,262,1351,036,627 1,279.35
TSLL11,826,390808,11814,91912,649,4271,959,726 645.47
TSLA7,929,3513,679,466170,92311,779,7408,993,580 130.98
QLD9,796,3331,969,1784,61811,770,129260,265 4,522.36
TZA8,331,8942,902,18911,55811,245,6411,237,351 908.85
SPXS8,447,6812,362,1533,34910,813,1822,031,751 532.21
NVDL9,039,241848,22921,3109,908,7811,534,751 645.63
UPRO6,818,0631,889,6232,0918,709,777533,850 1,631.50
CLSK7,396,2441,060,36137,9458,494,5503,047,685 278.72

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.