Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
PSQ | 4,355,920,383 | 577,508 | 1,146 | 4,356,499,036 | 192,197 | 2,266,684.20 |
TZA | 3,386,368,523 | 12,098,645 | 9,247 | 3,398,476,415 | 1,544,476 | 220,040.74 |
SPDN | 2,380,340,121 | 658,724 | 260 | 2,380,999,105 | 41,394 | 5,752,039.20 |
SDS | 2,106,078,941 | 1,689,713 | 16,167 | 2,107,784,822 | 314,199 | 670,843.90 |
RWM | 2,006,384,316 | 1,483,434 | 849 | 2,007,868,599 | 69,159 | 2,903,264.36 |
SH | 1,139,702,626 | 586,285 | 532 | 1,140,289,443 | 175,347 | 650,304.51 |
TWM | 334,196,459 | 272,234 | 2,152 | 334,470,844 | 68,837 | 485,888.18 |
SPLG | 331,057,131 | 247,715 | 5,120 | 331,309,966 | 40,929 | 809,474.86 |
SQQQ | 273,949,994 | 6,826,690 | 100,243 | 280,876,928 | 4,087,306 | 6,871.93 |
SRTY | 272,272,012 | 496,868 | 4,329 | 272,773,209 | 83,307 | 327,431.32 |
SCO | 210,738,804 | 186,987 | 130 | 210,925,922 | 93,574 | 225,410.82 |
DXD | 177,891,000 | 167,700 | 463 | 178,059,163 | 47,753 | 372,875.34 |
EEM | 140,640,564 | 4,066,580 | 13,293 | 144,720,437 | 2,139,637 | 6,763.78 |
SDOW | 127,272,215 | 299,178 | 15,487 | 127,586,881 | 112,472 | 113,438.79 |
DGRO | 92,745,390 | 33,849 | 3,883 | 92,783,122 | 17,644 | 525,862.17 |
IAU | 90,084,905 | 989,451 | 1,320 | 91,075,676 | 467,618 | 19,476.51 |
SGOL | 90,316,507 | 207,074 | 0 | 90,523,582 | 66,742 | 135,632.11 |
BNO | 74,456,096 | 82,877 | 504 | 74,539,477 | 31,612 | 235,794.88 |
SHY | 68,474,093 | 779,894 | 1,572 | 69,255,559 | 108,608 | 63,766.54 |
FENY | 68,465,778 | 22,587 | 34 | 68,488,400 | 19,345 | 354,036.70 |
QID | 64,858,409 | 340,883 | 35,015 | 65,234,306 | 136,787 | 47,690.43 |
GLDM | 61,574,627 | 158,395 | 3,660 | 61,736,682 | 101,795 | 60,648.05 |
ZSL | 60,605,155 | 140,635 | 740 | 60,746,530 | 31,111 | 195,257.40 |
AAAU | 59,625,715 | 5,521 | 1,233 | 59,632,470 | 23,726 | 251,338.07 |
SNDL | 47,700,357 | 5,494,748 | 639,973 | 53,835,078 | 13,111,204 | 410.60 |
Data for 2021-02-17 to 2021-02-23 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.