Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SQQQ | 658,434,582 | 2,073,420 | 27,936 | 660,535,938 | 1,648,269 | 40,074.52 |
SH | 520,734,422 | 211,319 | 1,860 | 520,947,601 | 145,275 | 358,594.12 |
PSQ | 336,451,827 | 99,133 | 45 | 336,551,005 | 176,356 | 190,836.15 |
SPDN | 326,183,034 | 126,298 | 0 | 326,309,333 | 43,390 | 752,038.10 |
DOG | 213,350,521 | 17,252 | 0 | 213,367,773 | 13,956 | 1,528,860.51 |
SPXS | 163,297,695 | 337,001 | 0 | 163,634,696 | 246,477 | 66,389.44 |
QID | 102,326,602 | 220,266 | 207 | 102,547,075 | 708,334 | 14,477.22 |
EEM | 81,400,785 | 470,596 | 7,875 | 81,879,256 | 673,096 | 12,164.57 |
TCAF | 71,087,766 | 111,339 | 0 | 71,199,105 | 8,358 | 851,867.73 |
SDS | 70,952,246 | 96,133 | 760 | 71,049,139 | 276,811 | 25,667.02 |
RWM | 70,351,816 | 21,509 | 0 | 70,373,326 | 78,238 | 89,947.76 |
SPLG | 60,353,642 | 193,250 | 8,320 | 60,555,212 | 336,515 | 17,994.80 |
FELC | 52,881,906 | 51,529 | 148 | 52,933,583 | 6,365 | 831,635.24 |
SFY | 50,592,371 | 56,001 | 1,798 | 50,650,169 | 12,379 | 409,162.04 |
SDOW | 47,555,573 | 223,813 | 70 | 47,779,455 | 193,587 | 24,681.13 |
DYNF | 43,009,444 | 20,724 | 112 | 43,030,280 | 6,125 | 702,535.18 |
SPXU | 41,062,813 | 200,098 | 180 | 41,263,092 | 354,093 | 11,653.18 |
NIO | 38,945,279 | 2,024,932 | 27,218 | 40,997,429 | 1,808,889 | 2,266.44 |
TWM | 40,887,166 | 81,680 | 2,021 | 40,970,866 | 134,440 | 30,475.21 |
DUHP | 38,932,518 | 45,763 | 883 | 38,979,164 | 7,727 | 504,454.04 |
DUST | 38,157,447 | 100,691 | 260 | 38,258,398 | 461,751 | 8,285.50 |
TQQQ | 37,362,849 | 337,765 | 14,617 | 37,715,231 | 179,729 | 20,984.50 |
EFA | 36,825,048 | 156,545 | 14,474 | 36,996,068 | 371,019 | 9,971.48 |
FXN | 35,102,921 | 45,003 | 0 | 35,147,924 | 128,818 | 27,284.95 |
FXI | 34,540,477 | 538,961 | 32,049 | 35,111,486 | 1,091,195 | 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.