Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SH1,134,324,969222,926141,134,547,908286,948 395,384.50
SQQQ972,681,3825,072,29816,235977,769,9151,848,373 52,898.95
SPDN777,103,147179,7990777,282,94551,093 1,521,310.05
SOXS666,748,83796,449,67341,819763,240,32924,433,474 3,123.75
SPXU552,696,391779,648220553,476,259326,732 169,397.63
SPXS368,730,774534,8091,274369,266,857445,544 82,880.00
DOG359,724,624152,0370359,876,66135,207 1,022,173.60
NVDS340,407,549342,979201340,750,72986,967 391,816.12
SDS144,400,095650,0305,141145,055,266422,116 34,363.84
RWM135,655,95098,049215135,754,213102,351 132,635.94
SPLG124,147,811525,85912,288124,685,958573,055 21,758.11
TCAF118,772,59042,840329118,815,7599,060 1,311,432.22
TWM108,420,295104,4281,186108,525,910204,617 53,038.56
SDOW99,299,931356,8192,18599,658,935177,954 56,002.64
TSLL98,575,043276,2115,47598,856,729296,141 33,381.64
TQQQ78,482,4042,516,71023,09481,022,209921,175 8,795.53
JAAA55,905,314378,673056,283,98710,701 525,969.41
EEM50,059,204329,7199,06350,397,986836,139 6,027.47
FXN39,958,30364,7101,93640,024,949133,289 30,028.70
XLF39,222,270680,39217,56839,920,2311,848,952 2,159.07
QLD39,425,986264,8962,69239,693,57416,033 247,574.22
SSO37,079,32267,2131,39637,147,9315,948 624,544.91
QID34,916,109623,70317135,539,983511,143 6,953.04
SPY33,107,3891,209,55038,84734,355,786359,689 9,551.53
NIO30,124,5642,951,65520,48333,096,7021,782,042 1,857.23

Data for 2024-03-12 to 2024-03-18 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.