Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| SPY | 38,505,986 | 7,825,285 | 419,464 | 46,750,735 | 5,693,058 | 821.19 |
| TQQQ | 29,889,585 | 6,763,738 | 82,446 | 36,735,769 | 3,154,257 | 1,164.64 |
| QQQ | 20,882,369 | 4,233,673 | 165,332 | 25,281,375 | 3,554,056 | 711.34 |
| SQQQ | 17,254,377 | 7,369,623 | 32,145 | 24,656,145 | 7,301,851 | 337.67 |
| TSLL | 21,142,189 | 2,521,526 | 19,016 | 23,682,731 | 1,554,249 | 1,523.74 |
| VXX | 12,664,516 | 2,600,234 | 24,407 | 15,289,158 | 1,881,338 | 812.67 |
| SPXU | 10,407,902 | 1,159,907 | 8,148 | 11,575,957 | 470,244 | 2,461.69 |
| SPXS | 9,852,776 | 1,648,064 | 4,493 | 11,505,333 | 1,535,913 | 749.09 |
| UPRO | 10,437,266 | 1,040,225 | 9,646 | 11,487,137 | 501,635 | 2,289.94 |
| QLD | 9,781,096 | 962,851 | 5,788 | 10,749,734 | 229,418 | 4,685.65 |
| SOXS | 9,804,973 | 850,938 | 26,631 | 10,682,541 | 1,317,430 | 810.86 |
| SQ | 867,865 | 9,736,037 | 9,041 | 10,612,943 | 326,432 | 3,251.20 |
| SOXL | 9,234,677 | 1,262,770 | 53,986 | 10,551,433 | 2,922,722 | 361.01 |
| SDS | 9,041,574 | 948,052 | 8,569 | 9,998,194 | 816,393 | 1,224.68 |
| EGOX | 5,192,592 | 4,196,994 | 74,322 | 9,463,908 | 2,439,431 | 387.96 |
| NVDL | 8,613,996 | 749,158 | 45,498 | 9,408,651 | 575,566 | 1,634.68 |
| QID | 8,162,099 | 1,159,012 | 6,533 | 9,327,644 | 439,041 | 2,124.55 |
| PEGY | 7,423,718 | 1,821,990 | 45,671 | 9,291,378 | 2,528,386 | 367.48 |
| PSQ | 6,794,325 | 2,413,942 | 75,872 | 9,284,138 | 358,625 | 2,588.82 |
| F | 7,661,159 | 1,361,579 | 25,277 | 9,048,015 | 3,633,691 | 249.00 |
| UVXY | 8,011,266 | 815,553 | 11,956 | 8,838,774 | 648,067 | 1,363.87 |
| TZA | 6,131,013 | 2,399,135 | 8,404 | 8,538,552 | 1,757,435 | 485.85 |
| SPLG | 6,910,567 | 1,443,013 | 19,318 | 8,372,897 | 646,552 | 1,295.01 |
| CYN | 6,385,575 | 1,311,259 | 109,462 | 7,806,296 | 2,044,334 | 381.85 |
| IWM | 5,177,643 | 2,220,669 | 91,287 | 7,489,599 | 2,163,922 | 346.11 |
Data for 2024-04-19 to 2024-04-25 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.