Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
TQQQ | 54,053,420 | 11,620,400 | 126,011 | 65,799,831 | 3,833,256 | 1,716.55 |
SPY | 54,299,824 | 10,658,430 | 464,762 | 65,423,017 | 6,824,473 | 958.65 |
QQQ | 38,305,432 | 14,125,752 | 156,300 | 52,587,484 | 4,470,338 | 1,176.36 |
SQQQ | 30,646,821 | 10,754,102 | 22,716 | 41,423,639 | 9,431,262 | 439.22 |
VXX | 25,616,039 | 5,732,348 | 31,083 | 31,379,470 | 3,579,652 | 876.61 |
SPXS | 22,256,159 | 3,058,486 | 193,559 | 25,508,204 | 1,987,585 | 1,283.38 |
QID | 21,994,412 | 2,850,161 | 35,981 | 24,880,554 | 836,929 | 2,972.84 |
QLD | 21,000,459 | 1,566,825 | 6,103 | 22,573,387 | 327,582 | 6,890.91 |
TZA | 17,202,811 | 4,642,290 | 20,555 | 21,865,656 | 1,616,331 | 1,352.80 |
SPXU | 19,081,881 | 2,133,462 | 233,744 | 21,449,087 | 730,251 | 2,937.22 |
UPRO | 18,465,010 | 2,135,983 | 17,001 | 20,617,994 | 535,486 | 3,850.33 |
TSLL | 17,807,219 | 1,753,181 | 9,628 | 19,570,028 | 1,176,540 | 1,663.35 |
SPLG | 15,789,991 | 3,104,224 | 30,001 | 18,924,217 | 805,841 | 2,348.38 |
SDS | 16,358,274 | 2,243,247 | 108,613 | 18,710,133 | 1,057,079 | 1,769.98 |
INCM | 17,984,865 | 334 | 181 | 17,985,380 | 1,710 | 1,051,776.61 |
UVXY | 15,368,528 | 1,960,018 | 20,936 | 17,349,482 | 2,046,658 | 847.70 |
SSO | 13,129,020 | 2,314,398 | 12,913 | 15,456,331 | 556,670 | 2,776.57 |
JAGX | 10,316,703 | 4,619,270 | 261,181 | 15,197,154 | 4,579,378 | 331.86 |
TNA | 12,490,117 | 2,274,983 | 48,324 | 14,813,425 | 793,342 | 1,867.22 |
HE | 14,216,159 | 139,164 | 5,714 | 14,361,037 | 226,804 | 6,331.92 |
PSQ | 11,369,735 | 2,285,225 | 43,811 | 13,698,771 | 570,546 | 2,400.99 |
XXXX | 11,705,068 | 1,488,741 | 3,998 | 13,197,807 | 347,544 | 3,797.45 |
SOXL | 10,096,521 | 1,762,262 | 31,788 | 11,890,571 | 3,519,213 | 337.88 |
IWM | 8,141,434 | 2,901,199 | 147,640 | 11,190,273 | 2,825,165 | 396.09 |
QQQM | 9,687,819 | 795,629 | 5,529 | 10,488,977 | 140,756 | 7,451.89 |
Data for 2024-04-10 to 2024-04-16 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.