Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY | 51,172,633 | 10,561,213 | 445,801 | 62,179,646 | 6,669,138 | 932.35 |
TQQQ | 45,012,460 | 10,032,832 | 143,055 | 55,188,348 | 3,570,172 | 1,545.82 |
QQQ | 35,563,724 | 13,693,319 | 138,914 | 49,395,958 | 4,338,698 | 1,138.50 |
SQQQ | 26,454,110 | 9,940,520 | 21,781 | 36,416,412 | 9,605,420 | 379.12 |
VXX | 25,159,963 | 5,602,692 | 28,326 | 30,790,981 | 3,319,805 | 927.49 |
SPXS | 21,549,605 | 2,781,067 | 5,267 | 24,335,939 | 1,892,423 | 1,285.97 |
QID | 21,309,873 | 2,707,208 | 32,676 | 24,049,757 | 714,257 | 3,367.10 |
SPXU | 18,502,388 | 2,045,534 | 13,569 | 20,561,491 | 622,532 | 3,302.88 |
UPRO | 17,456,185 | 2,007,459 | 17,130 | 19,480,775 | 564,198 | 3,452.83 |
QLD | 17,208,150 | 1,406,937 | 5,112 | 18,620,199 | 309,649 | 6,013.32 |
TSLL | 16,538,663 | 1,598,308 | 10,124 | 18,147,095 | 954,083 | 1,902.05 |
INCM | 17,984,449 | 334 | 181 | 17,984,964 | 1,296 | 1,387,728.70 |
SDS | 15,214,897 | 2,084,264 | 8,031 | 17,307,192 | 897,764 | 1,927.81 |
SPLG | 14,065,259 | 2,800,017 | 24,639 | 16,889,915 | 756,099 | 2,233.82 |
JAGX | 10,248,996 | 4,606,394 | 188,872 | 15,044,262 | 4,302,556 | 349.66 |
HE | 14,461,031 | 152,064 | 4,233 | 14,617,328 | 276,687 | 5,282.98 |
SSO | 12,219,754 | 2,039,767 | 7,781 | 14,267,303 | 529,096 | 2,696.54 |
PSQ | 11,500,812 | 2,179,835 | 42,770 | 13,723,417 | 491,109 | 2,794.37 |
OAIA | 13,368,400 | 398 | 0 | 13,368,798 | 102 | 13,106,664.71 |
UVXY | 11,464,064 | 1,178,655 | 15,357 | 12,658,075 | 863,992 | 1,465.07 |
TZA | 10,644,872 | 1,534,799 | 19,254 | 12,198,925 | 1,482,347 | 822.95 |
SOXL | 9,864,893 | 1,704,574 | 29,050 | 11,598,517 | 3,705,938 | 312.97 |
XXXX | 10,296,688 | 1,298,379 | 2,780 | 11,597,847 | 282,476 | 4,105.78 |
TNA | 9,017,234 | 1,532,740 | 40,349 | 10,590,324 | 686,878 | 1,541.81 |
VIXY | 7,222,826 | 3,224,484 | 11,408 | 10,458,718 | 1,717,380 | 608.99 |
Data for 2024-04-11 to 2024-04-17 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.