Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SQQQ746,851,1145,398,97612,193752,262,283945,701 79,545.47
SH504,826,636371,594816505,199,046218,490 231,222.96
SPDN328,514,833226,9160328,741,74932,451 1,013,040.43
SPXU295,316,1944,564,7456,000299,886,939225,447 133,018.82
NVDS246,139,51381,22647246,220,78635,210 699,292.21
DOG244,846,78732,1251,022244,879,93314,734 1,662,005.79
SPXS199,596,300853,901228200,450,429405,762 49,400.99
SOXS124,484,4493,092,2071,696127,578,3522,748,179 4,642.29
RWM121,985,11368,038350122,053,50198,271 124,200.94
SDS80,871,181734,28729181,605,759289,979 28,141.95
TCAF79,803,720108,86681379,913,39910,406 767,955.02
SDOW76,347,506313,59339176,661,490142,636 53,746.24
TWM70,273,149126,177070,399,326156,177 45,076.63
JAAA57,239,748821,40850058,061,65636,448 159,299.98
SPLG57,096,401394,3885,97557,496,764490,850 11,713.71
TQQQ49,433,8601,684,59414,24651,132,701614,830 8,316.56
EEM50,062,642263,7988,86950,335,308716,165 7,028.45
DUHP47,525,46099,6595,51247,630,63211,560 412,029.69
TLRY39,101,2583,630,08292,91942,824,2591,704,127 2,512.97
NIO36,355,7982,877,03429,93339,262,7652,135,365 1,838.69
DYNF39,112,18233,96410,56139,156,7075,060 773,847.96
BITF30,345,1363,325,50952,84633,723,4901,671,363 2,017.72
FXN32,620,50540,821032,661,32674,473 43,856.60
TSLL32,144,249102,9031,03032,248,182137,573 23,440.78
TZA27,236,0201,958,0232,51229,196,5561,477,941 1,975.49

Data for 2024-03-22 to 2024-03-28 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.