Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY | 32,528,676 | 5,268,466 | 186,566 | 37,983,708 | 4,841,983 | 784.47 |
SQQQ | 21,055,851 | 15,819,979 | 34,532 | 36,910,362 | 9,632,299 | 383.19 |
TQQQ | 26,802,993 | 9,384,793 | 61,493 | 36,249,278 | 5,901,369 | 614.25 |
SOXS | 26,544,489 | 5,861,239 | 59,780 | 32,465,508 | 10,329,908 | 314.29 |
FSR | 19,892,242 | 6,601,772 | 1,381,319 | 27,875,332 | 12,877,520 | 216.47 |
BITO | 22,989,066 | 2,408,482 | 61,687 | 25,459,235 | 2,505,595 | 1,016.10 |
SOUN | 20,160,983 | 3,975,414 | 275,452 | 24,411,849 | 11,778,138 | 207.26 |
MARA | 18,660,144 | 2,661,255 | 46,514 | 21,367,914 | 6,004,057 | 355.89 |
NVDS | 17,742,130 | 3,372,117 | 5,948 | 21,120,195 | 1,285,383 | 1,643.11 |
QQQ | 15,798,384 | 4,070,537 | 44,948 | 19,913,869 | 2,776,211 | 717.30 |
TELL | 19,440,754 | 313,353 | 59,986 | 19,814,092 | 1,719,387 | 1,152.39 |
IBIT | 7,430,636 | 12,145,603 | 101,921 | 19,678,160 | 4,707,447 | 418.02 |
UVXY | 13,807,123 | 3,949,426 | 14,107 | 17,770,656 | 1,804,716 | 984.68 |
DNA | 13,796,221 | 373,965 | 11,876 | 14,182,062 | 1,760,764 | 805.45 |
SOXL | 11,102,069 | 2,501,221 | 101,494 | 13,704,783 | 6,186,669 | 221.52 |
VERB | 7,610,220 | 4,728,924 | 1,186,765 | 13,525,909 | 10,001,637 | 135.24 |
VXX | 9,521,737 | 3,690,347 | 50,051 | 13,262,135 | 1,036,627 | 1,279.35 |
TSLL | 11,826,390 | 808,118 | 14,919 | 12,649,427 | 1,959,726 | 645.47 |
TSLA | 7,929,351 | 3,679,466 | 170,923 | 11,779,740 | 8,993,580 | 130.98 |
QLD | 9,796,333 | 1,969,178 | 4,618 | 11,770,129 | 260,265 | 4,522.36 |
TZA | 8,331,894 | 2,902,189 | 11,558 | 11,245,641 | 1,237,351 | 908.85 |
SPXS | 8,447,681 | 2,362,153 | 3,349 | 10,813,182 | 2,031,751 | 532.21 |
NVDL | 9,039,241 | 848,229 | 21,310 | 9,908,781 | 1,534,751 | 645.63 |
UPRO | 6,818,063 | 1,889,623 | 2,091 | 8,709,777 | 533,850 | 1,631.50 |
CLSK | 7,396,244 | 1,060,361 | 37,945 | 8,494,550 | 3,047,685 | 278.72 |
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.