Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SQQQ | 638,347,218 | 1,455,027 | 11,411 | 639,813,655 | 1,561,216 | 40,981.75 |
SH | 449,577,045 | 527,638 | 0 | 450,104,683 | 157,286 | 286,169.58 |
PSQ | 303,856,113 | 33,564 | 116 | 303,889,792 | 38,575 | 787,789.48 |
SPDN | 260,164,273 | 163,002 | 0 | 260,327,275 | 21,075 | 1,235,242.11 |
SPXS | 143,738,643 | 375,509 | 6,651 | 144,120,803 | 196,175 | 73,465.43 |
DOG | 108,070,616 | 7,218 | 63 | 108,077,897 | 6,691 | 1,615,272.71 |
EEM | 96,708,285 | 980,914 | 8,151 | 97,697,349 | 617,961 | 15,809.63 |
QID | 76,507,258 | 88,244 | 520 | 76,596,022 | 11,008 | 695,821.42 |
SDS | 56,033,347 | 91,959 | 1,530 | 56,126,835 | 82,670 | 67,892.63 |
SPLG | 43,398,435 | 43,033 | 15,641 | 43,457,109 | 16,415 | 264,740.23 |
RWM | 43,363,555 | 6,009 | 0 | 43,369,563 | 17,698 | 245,053.47 |
EFA | 32,415,596 | 179,070 | 9,313 | 32,603,979 | 144,836 | 22,510.96 |
DUST | 31,990,090 | 32,005 | 88 | 32,022,183 | 85,196 | 37,586.49 |
SPXU | 28,060,214 | 54,660 | 274 | 28,115,148 | 59,274 | 47,432.51 |
TQQQ | 25,427,256 | 499,654 | 48,014 | 25,974,924 | 254,652 | 10,200.16 |
FXI | 24,960,650 | 333,684 | 4,202 | 25,298,537 | 595,617 | 4,247.45 |
SAVE | 21,044,988 | 35,091 | 3,263 | 21,083,342 | 67,584 | 31,195.76 |
BITI | 19,061,229 | 12,947 | 2,138 | 19,076,315 | 27,111 | 70,363.75 |
TWM | 19,014,014 | 44,688 | 0 | 19,058,702 | 26,420 | 72,137.40 |
JAAA | 18,347,313 | 197,655 | 5,220 | 18,550,188 | 26,097 | 71,081.69 |
XLF | 17,917,327 | 467,101 | 10,303 | 18,394,731 | 1,414,014 | 1,300.89 |
TCAF | 17,989,422 | 9,955 | 0 | 17,999,376 | 639 | 2,816,803.76 |
SDOW | 17,848,152 | 103,056 | 1,876 | 17,953,084 | 47,233 | 38,009.62 |
SFY | 17,510,438 | 8,547 | 0 | 17,518,985 | 3,858 | 454,095.00 |
WBD | 16,346,524 | 642,024 | 18,579 | 17,007,127 | 517,048 | 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.