Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SQQQ958,265,3072,996,91856,368961,318,5932,011,493 47,791.30
SH800,021,808598,4801,404800,621,692163,310 490,246.58
SPDN414,879,261230,357220415,109,83846,751 887,916.49
PSQ294,487,599355,5032,656294,845,75925,388 1,161,358.75
SPXS250,322,021523,5133,896250,849,430443,522 56,558.51
DOG151,557,59220,9550151,578,5477,622 1,988,697.81
EEM111,641,759958,0855,190112,605,035689,319 16,335.69
SDS99,468,799174,4703,77999,647,048117,197 85,025.25
SPLG70,554,019109,8524,65170,668,52124,446 289,080.10
RWM67,524,55113,87923367,538,66410,600 637,157.21
TQQQ53,624,7721,584,39673,38455,282,552475,108 11,635.79
QID54,322,449124,5791,64954,448,67636,828 147,845.87
TWM40,618,57515,40844040,634,42232,190 126,233.06
SPXU36,947,891102,49492737,051,31364,908 57,082.81
EFA35,701,001130,4195,58735,837,006157,813 22,708.53
TSLL33,080,203450,9322,49133,533,626536,387 6,251.76
DUST29,887,14768,83763129,956,616130,194 23,009.21
SOFI28,123,348709,76510,49828,843,611825,366 3,494.64
SDOW25,107,646104,3473,45025,215,44236,939 68,262.38
XLF21,258,4351,369,3387,83822,635,611952,188 2,377.22
SPY21,529,269543,48055,56922,128,318256,130 8,639.49
FXI20,694,540448,40412,44821,155,392765,007 2,765.39
TCAF19,203,9873,40920519,207,601792 2,425,202.15
PEGY17,734,8801,253,008133,38019,121,2681,012,516 1,888.49
F16,394,764676,12233,44917,104,335904,269 1,891.51

Data for 2024-04-23 to 2024-04-29 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.