Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| SAVE | 43,626,854 | 209,145 | 21,688 | 43,857,686 | 320,380 | 13,689.27 |
| SPY | 23,025,355 | 3,780,157 | 292,949 | 27,098,461 | 3,572,879 | 758.45 |
| FFIE | 4,637,278 | 11,669,099 | 101,410 | 16,407,786 | 2,932,272 | 559.56 |
| PLTR | 10,436,852 | 2,275,080 | 144,928 | 12,856,860 | 3,650,751 | 352.17 |
| TQQQ | 9,936,992 | 2,168,340 | 37,038 | 12,142,371 | 1,469,927 | 826.05 |
| SQQQ | 6,415,775 | 4,238,244 | 11,046 | 10,665,065 | 3,673,606 | 290.32 |
| FCEL | 6,043,860 | 4,481,815 | 79,310 | 10,604,985 | 636,798 | 1,665.36 |
| PEGY | 6,100,898 | 3,910,892 | 40,146 | 10,051,936 | 3,889,442 | 258.44 |
| QQQ | 7,614,073 | 1,693,772 | 70,547 | 9,378,391 | 1,718,162 | 545.84 |
| TSLL | 8,112,986 | 537,994 | 9,536 | 8,660,516 | 1,402,549 | 617.48 |
| MARA | 6,553,905 | 1,332,827 | 77,340 | 7,964,072 | 2,066,339 | 385.42 |
| NKLA | 5,055,790 | 2,314,036 | 40,287 | 7,410,113 | 1,068,196 | 693.70 |
| GWAV | 5,498,985 | 1,794,364 | 63,853 | 7,357,202 | 2,234,742 | 329.22 |
| LAZR | 6,684,657 | 399,771 | 21,960 | 7,106,387 | 876,037 | 811.20 |
| TZA | 4,137,999 | 2,288,460 | 7,835 | 6,434,294 | 913,680 | 704.22 |
| NIO | 5,372,519 | 826,855 | 76,620 | 6,275,994 | 2,580,007 | 243.25 |
| SPCB | 6,100,626 | 116,550 | 3,103 | 6,220,279 | 109,205 | 5,695.97 |
| ALIT | 5,754,704 | 251,218 | 17,634 | 6,023,556 | 561,250 | 1,073.24 |
| NVDL | 5,404,503 | 577,748 | 13,373 | 5,995,624 | 488,281 | 1,227.90 |
| WBD | 5,097,576 | 816,728 | 20,122 | 5,934,426 | 2,282,238 | 260.03 |
| PLUG | 5,019,188 | 820,092 | 67,909 | 5,907,189 | 1,810,049 | 326.36 |
| UVXY | 4,327,440 | 1,559,719 | 7,553 | 5,894,712 | 409,265 | 1,440.32 |
| RIVN | 4,869,375 | 728,105 | 70,700 | 5,668,181 | 1,929,669 | 293.74 |
| LCID | 5,178,538 | 399,248 | 27,780 | 5,605,567 | 909,592 | 616.27 |
| PSQ | 1,970,457 | 3,565,565 | 9,463 | 5,545,485 | 214,523 | 2,585.03 |
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.