Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY42,665,3484,857,629149,38647,672,3643,614,126 1,319.06
TQQQ35,920,6498,591,48174,97144,587,1015,431,366 820.92
SQQQ27,328,62714,885,14754,71142,268,4859,359,608 451.61
QQQ19,567,9663,990,61939,70923,598,2952,690,979 876.94
TSLL19,439,645959,76154,10720,453,5132,945,759 694.34
SPXS15,590,4042,518,6349,71418,118,7511,913,879 946.70
VXX13,373,7972,193,64411,68415,579,125902,802 1,725.64
SOXL12,801,6302,470,024181,23715,452,8915,579,934 276.94
NVDL14,009,6621,024,70437,02915,071,3951,866,515 807.46
JBLU14,248,859648,68014,69714,912,2371,241,305 1,201.34
UPRO12,875,0561,004,22910,01613,889,301528,497 2,628.08
SQ853,14813,006,6873,11513,862,950392,175 3,534.89
SPXU12,597,768868,8001,98513,468,553503,196 2,676.60
SDS11,204,8841,492,52415,06112,712,468618,610 2,055.01
SOXS10,895,8721,109,36118,45012,023,6822,029,703 592.39
TELL11,247,004598,75553,28011,899,0391,155,346 1,029.91
MARA10,028,5791,507,99455,84611,592,4194,288,972 270.28
QID10,376,0431,119,7303,29411,499,067345,681 3,326.50
PEGY7,265,5482,121,0241,446,00210,832,5746,737,580 160.78
QLD9,867,674715,6106,18310,589,467261,959 4,042.41
TZA8,218,9192,290,3945,04410,514,3571,517,953 692.67
EGOX4,999,5814,826,878673,90710,500,3665,608,937 187.21
SINT5,059,9334,389,706911,68710,361,3278,120,333 127.60
JAGX7,555,7821,651,286413,1359,620,2043,463,727 277.74
TSLA6,805,1592,635,181166,8379,607,1778,143,106 117.98

Data for 2024-04-18 to 2024-04-24 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.