Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY Mar 11 511.00 Put [03fJrL] | 80,025 | 1,958 | 147 | 82,130 | 20,534 | 399.97 |
SPY Mar 11 510.00 Put [03fJrN] | 77,751 | 2,551 | 506 | 80,808 | 22,292 | 362.50 |
SPY Mar 11 511.00 Call [03fJrM] | 71,805 | 2,690 | 712 | 75,207 | 28,591 | 263.04 |
SPY Mar 11 510.00 Call [03fJrO] | 72,202 | 1,451 | 264 | 73,917 | 22,010 | 335.83 |
QQQ Mar 11 437.00 Put [03fJOZ] | 63,918 | 2,351 | 237 | 66,506 | 13,691 | 485.76 |
SPY Mar 11 509.00 Put [03fJrP] | 57,860 | 1,404 | 259 | 59,523 | 20,839 | 285.63 |
QQQ Mar 11 437.00 Call [03fJOa] | 57,810 | 1,103 | 360 | 59,273 | 11,872 | 499.27 |
QQQ Mar 11 438.00 Put [03fJOG] | 47,238 | 2,135 | 156 | 49,529 | 7,348 | 674.05 |
QQQ Mar 11 438.00 Call [03fJOY] | 41,375 | 1,880 | 71 | 43,326 | 9,940 | 435.88 |
QQQ Mar 11 436.00 Put [03fJOb] | 35,878 | 1,563 | 96 | 37,537 | 9,368 | 400.69 |
SPY Mar 12 511.00 Put [03fMJs] | 34,439 | 308 | 151 | 34,897 | 5,689 | 613.41 |
SPY Mar 13 517.00 Call [03fNmm] | 33,127 | 1,000 | 364 | 34,490 | 13,432 | 256.77 |
SPY Mar 15 510.00 Put [03ELCy] | 32,189 | 1,663 | 285 | 34,136 | 8,937 | 381.96 |
SPY Mar 13 516.00 Put [03fNmn] | 31,091 | 2,432 | 275 | 33,798 | 10,933 | 309.14 |
SPY Mar 12 516.00 Call [03fMJe] | 32,082 | 1,300 | 69 | 33,451 | 9,973 | 335.42 |
SPY Mar 12 515.00 Call [03fMJl] | 30,596 | 1,608 | 108 | 32,312 | 7,039 | 459.04 |
SPY Mar 12 510.00 Put [03fMJu] | 30,883 | 911 | 215 | 32,009 | 7,514 | 425.99 |
SPY Mar 11 509.00 Call [03fJrQ] | 31,017 | 522 | 108 | 31,647 | 5,552 | 570.01 |
SPY Mar 12 512.00 Put [03fMJq] | 30,517 | 750 | 116 | 31,383 | 7,746 | 405.15 |
SPY Mar 12 511.00 Call [03fMJt] | 31,063 | 111 | 23 | 31,197 | 2,305 | 1,353.45 |
SPY Mar 12 514.00 Put [03fMJm] | 30,280 | 669 | 141 | 31,090 | 8,458 | 367.58 |
SPY Mar 12 515.00 Put [03fMJh] | 29,356 | 1,029 | 136 | 30,520 | 8,387 | 363.90 |
SPY Mar 12 514.00 Call [03fMJn] | 29,746 | 450 | 138 | 30,333 | 7,124 | 425.79 |
SPY Mar 12 516.00 Put [03fMJc] | 28,397 | 1,242 | 213 | 29,851 | 7,541 | 395.85 |
SPY Mar 12 512.00 Call [03fMJr] | 29,022 | 610 | 51 | 29,682 | 3,006 | 987.43 |
Data for 2024-03-11 to 2024-03-15 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.