Maker Opportunity

Download
SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SQQQ638,347,2181,455,02711,411639,813,6551,561,216 40,981.75
SH449,577,045527,6380450,104,683157,286 286,169.58
PSQ303,856,11333,564116303,889,79238,575 787,789.48
SPDN260,164,273163,0020260,327,27521,075 1,235,242.11
SPXS143,738,643375,5096,651144,120,803196,175 73,465.43
DOG108,070,6167,21863108,077,8976,691 1,615,272.71
EEM96,708,285980,9148,15197,697,349617,961 15,809.63
QID76,507,25888,24452076,596,02211,008 695,821.42
SDS56,033,34791,9591,53056,126,83582,670 67,892.63
SPLG43,398,43543,03315,64143,457,10916,415 264,740.23
RWM43,363,5556,009043,369,56317,698 245,053.47
EFA32,415,596179,0709,31332,603,979144,836 22,510.96
DUST31,990,09032,0058832,022,18385,196 37,586.49
SPXU28,060,21454,66027428,115,14859,274 47,432.51
TQQQ25,427,256499,65448,01425,974,924254,652 10,200.16
FXI24,960,650333,6844,20225,298,537595,617 4,247.45
SAVE21,044,98835,0913,26321,083,34267,584 31,195.76
BITI19,061,22912,9472,13819,076,31527,111 70,363.75
TWM19,014,01444,688019,058,70226,420 72,137.40
JAAA18,347,313197,6555,22018,550,18826,097 71,081.69
XLF17,917,327467,10110,30318,394,7311,414,014 1,300.89
TCAF17,989,4229,955017,999,376639 2,816,803.76
SDOW17,848,152103,0561,87617,953,08447,233 38,009.62
SFY17,510,4388,547017,518,9853,858 454,095.00
WBD16,346,524642,02418,57917,007,127517,048 3,289.27

Data for 2024-05-06 to 2024-05-10 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.