Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SQQQ | 746,851,114 | 5,398,976 | 12,193 | 752,262,283 | 945,701 | 79,545.47 |
SH | 504,826,636 | 371,594 | 816 | 505,199,046 | 218,490 | 231,222.96 |
SPDN | 328,514,833 | 226,916 | 0 | 328,741,749 | 32,451 | 1,013,040.43 |
SPXU | 295,316,194 | 4,564,745 | 6,000 | 299,886,939 | 225,447 | 133,018.82 |
NVDS | 246,139,513 | 81,226 | 47 | 246,220,786 | 35,210 | 699,292.21 |
DOG | 244,846,787 | 32,125 | 1,022 | 244,879,933 | 14,734 | 1,662,005.79 |
SPXS | 199,596,300 | 853,901 | 228 | 200,450,429 | 405,762 | 49,400.99 |
SOXS | 124,484,449 | 3,092,207 | 1,696 | 127,578,352 | 2,748,179 | 4,642.29 |
RWM | 121,985,113 | 68,038 | 350 | 122,053,501 | 98,271 | 124,200.94 |
SDS | 80,871,181 | 734,287 | 291 | 81,605,759 | 289,979 | 28,141.95 |
TCAF | 79,803,720 | 108,866 | 813 | 79,913,399 | 10,406 | 767,955.02 |
SDOW | 76,347,506 | 313,593 | 391 | 76,661,490 | 142,636 | 53,746.24 |
TWM | 70,273,149 | 126,177 | 0 | 70,399,326 | 156,177 | 45,076.63 |
JAAA | 57,239,748 | 821,408 | 500 | 58,061,656 | 36,448 | 159,299.98 |
SPLG | 57,096,401 | 394,388 | 5,975 | 57,496,764 | 490,850 | 11,713.71 |
TQQQ | 49,433,860 | 1,684,594 | 14,246 | 51,132,701 | 614,830 | 8,316.56 |
EEM | 50,062,642 | 263,798 | 8,869 | 50,335,308 | 716,165 | 7,028.45 |
DUHP | 47,525,460 | 99,659 | 5,512 | 47,630,632 | 11,560 | 412,029.69 |
TLRY | 39,101,258 | 3,630,082 | 92,919 | 42,824,259 | 1,704,127 | 2,512.97 |
NIO | 36,355,798 | 2,877,034 | 29,933 | 39,262,765 | 2,135,365 | 1,838.69 |
DYNF | 39,112,182 | 33,964 | 10,561 | 39,156,707 | 5,060 | 773,847.96 |
BITF | 30,345,136 | 3,325,509 | 52,846 | 33,723,490 | 1,671,363 | 2,017.72 |
FXN | 32,620,505 | 40,821 | 0 | 32,661,326 | 74,473 | 43,856.60 |
TSLL | 32,144,249 | 102,903 | 1,030 | 32,248,182 | 137,573 | 23,440.78 |
TZA | 27,236,020 | 1,958,023 | 2,512 | 29,196,556 | 1,477,941 | 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.