Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY | 42,665,348 | 4,857,629 | 149,386 | 47,672,364 | 3,614,126 | 1,319.06 |
TQQQ | 35,920,649 | 8,591,481 | 74,971 | 44,587,101 | 5,431,366 | 820.92 |
SQQQ | 27,328,627 | 14,885,147 | 54,711 | 42,268,485 | 9,359,608 | 451.61 |
QQQ | 19,567,966 | 3,990,619 | 39,709 | 23,598,295 | 2,690,979 | 876.94 |
TSLL | 19,439,645 | 959,761 | 54,107 | 20,453,513 | 2,945,759 | 694.34 |
SPXS | 15,590,404 | 2,518,634 | 9,714 | 18,118,751 | 1,913,879 | 946.70 |
VXX | 13,373,797 | 2,193,644 | 11,684 | 15,579,125 | 902,802 | 1,725.64 |
SOXL | 12,801,630 | 2,470,024 | 181,237 | 15,452,891 | 5,579,934 | 276.94 |
NVDL | 14,009,662 | 1,024,704 | 37,029 | 15,071,395 | 1,866,515 | 807.46 |
JBLU | 14,248,859 | 648,680 | 14,697 | 14,912,237 | 1,241,305 | 1,201.34 |
UPRO | 12,875,056 | 1,004,229 | 10,016 | 13,889,301 | 528,497 | 2,628.08 |
SQ | 853,148 | 13,006,687 | 3,115 | 13,862,950 | 392,175 | 3,534.89 |
SPXU | 12,597,768 | 868,800 | 1,985 | 13,468,553 | 503,196 | 2,676.60 |
SDS | 11,204,884 | 1,492,524 | 15,061 | 12,712,468 | 618,610 | 2,055.01 |
SOXS | 10,895,872 | 1,109,361 | 18,450 | 12,023,682 | 2,029,703 | 592.39 |
TELL | 11,247,004 | 598,755 | 53,280 | 11,899,039 | 1,155,346 | 1,029.91 |
MARA | 10,028,579 | 1,507,994 | 55,846 | 11,592,419 | 4,288,972 | 270.28 |
QID | 10,376,043 | 1,119,730 | 3,294 | 11,499,067 | 345,681 | 3,326.50 |
PEGY | 7,265,548 | 2,121,024 | 1,446,002 | 10,832,574 | 6,737,580 | 160.78 |
QLD | 9,867,674 | 715,610 | 6,183 | 10,589,467 | 261,959 | 4,042.41 |
TZA | 8,218,919 | 2,290,394 | 5,044 | 10,514,357 | 1,517,953 | 692.67 |
EGOX | 4,999,581 | 4,826,878 | 673,907 | 10,500,366 | 5,608,937 | 187.21 |
SINT | 5,059,933 | 4,389,706 | 911,687 | 10,361,327 | 8,120,333 | 127.60 |
JAGX | 7,555,782 | 1,651,286 | 413,135 | 9,620,204 | 3,463,727 | 277.74 |
TSLA | 6,805,159 | 2,635,181 | 166,837 | 9,607,177 | 8,143,106 | 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.