Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SQQQ658,434,5822,073,42027,936660,535,9381,648,269 40,074.52
SH520,734,422211,3191,860520,947,601145,275 358,594.12
PSQ336,451,82799,13345336,551,005176,356 190,836.15
SPDN326,183,034126,2980326,309,33343,390 752,038.10
DOG213,350,52117,2520213,367,77313,956 1,528,860.51
SPXS163,297,695337,0010163,634,696246,477 66,389.44
QID102,326,602220,266207102,547,075708,334 14,477.22
EEM81,400,785470,5967,87581,879,256673,096 12,164.57
TCAF71,087,766111,339071,199,1058,358 851,867.73
SDS70,952,24696,13376071,049,139276,811 25,667.02
RWM70,351,81621,509070,373,32678,238 89,947.76
SPLG60,353,642193,2508,32060,555,212336,515 17,994.80
FELC52,881,90651,52914852,933,5836,365 831,635.24
SFY50,592,37156,0011,79850,650,16912,379 409,162.04
SDOW47,555,573223,8137047,779,455193,587 24,681.13
DYNF43,009,44420,72411243,030,2806,125 702,535.18
SPXU41,062,813200,09818041,263,092354,093 11,653.18
NIO38,945,2792,024,93227,21840,997,4291,808,889 2,266.44
TWM40,887,16681,6802,02140,970,866134,440 30,475.21
DUHP38,932,51845,76388338,979,1647,727 504,454.04
DUST38,157,447100,69126038,258,398461,751 8,285.50
TQQQ37,362,849337,76514,61737,715,231179,729 20,984.50
EFA36,825,048156,54514,47436,996,068371,019 9,971.48
FXN35,102,92145,003035,147,924128,818 27,284.95
FXI34,540,477538,96132,04935,111,4861,091,195 3,217.71

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.