Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SQQQ | 958,265,307 | 2,996,918 | 56,368 | 961,318,593 | 2,011,493 | 47,791.30 |
SH | 800,021,808 | 598,480 | 1,404 | 800,621,692 | 163,310 | 490,246.58 |
SPDN | 414,879,261 | 230,357 | 220 | 415,109,838 | 46,751 | 887,916.49 |
PSQ | 294,487,599 | 355,503 | 2,656 | 294,845,759 | 25,388 | 1,161,358.75 |
SPXS | 250,322,021 | 523,513 | 3,896 | 250,849,430 | 443,522 | 56,558.51 |
DOG | 151,557,592 | 20,955 | 0 | 151,578,547 | 7,622 | 1,988,697.81 |
EEM | 111,641,759 | 958,085 | 5,190 | 112,605,035 | 689,319 | 16,335.69 |
SDS | 99,468,799 | 174,470 | 3,779 | 99,647,048 | 117,197 | 85,025.25 |
SPLG | 70,554,019 | 109,852 | 4,651 | 70,668,521 | 24,446 | 289,080.10 |
RWM | 67,524,551 | 13,879 | 233 | 67,538,664 | 10,600 | 637,157.21 |
TQQQ | 53,624,772 | 1,584,396 | 73,384 | 55,282,552 | 475,108 | 11,635.79 |
QID | 54,322,449 | 124,579 | 1,649 | 54,448,676 | 36,828 | 147,845.87 |
TWM | 40,618,575 | 15,408 | 440 | 40,634,422 | 32,190 | 126,233.06 |
SPXU | 36,947,891 | 102,494 | 927 | 37,051,313 | 64,908 | 57,082.81 |
EFA | 35,701,001 | 130,419 | 5,587 | 35,837,006 | 157,813 | 22,708.53 |
TSLL | 33,080,203 | 450,932 | 2,491 | 33,533,626 | 536,387 | 6,251.76 |
DUST | 29,887,147 | 68,837 | 631 | 29,956,616 | 130,194 | 23,009.21 |
SOFI | 28,123,348 | 709,765 | 10,498 | 28,843,611 | 825,366 | 3,494.64 |
SDOW | 25,107,646 | 104,347 | 3,450 | 25,215,442 | 36,939 | 68,262.38 |
XLF | 21,258,435 | 1,369,338 | 7,838 | 22,635,611 | 952,188 | 2,377.22 |
SPY | 21,529,269 | 543,480 | 55,569 | 22,128,318 | 256,130 | 8,639.49 |
FXI | 20,694,540 | 448,404 | 12,448 | 21,155,392 | 765,007 | 2,765.39 |
TCAF | 19,203,987 | 3,409 | 205 | 19,207,601 | 792 | 2,425,202.15 |
PEGY | 17,734,880 | 1,253,008 | 133,380 | 19,121,268 | 1,012,516 | 1,888.49 |
F | 16,394,764 | 676,122 | 33,449 | 17,104,335 | 904,269 | 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.