Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| SPY | 29,227,320 | 5,906,446 | 330,496 | 35,464,262 | 4,867,558 | 728.58 |
| TSLL | 27,426,078 | 3,341,881 | 32,498 | 30,800,456 | 2,681,198 | 1,148.76 |
| TQQQ | 21,144,836 | 5,243,178 | 45,676 | 26,433,690 | 2,343,715 | 1,127.85 |
| PEGY | 20,064,477 | 3,210,946 | 149,395 | 23,424,818 | 5,466,419 | 428.52 |
| SQQQ | 14,457,016 | 7,552,975 | 22,523 | 22,032,514 | 5,805,105 | 379.54 |
| QQQ | 15,185,704 | 4,150,479 | 137,620 | 19,473,803 | 2,909,193 | 669.39 |
| SOFI | 14,446,236 | 1,235,940 | 140,297 | 15,822,472 | 2,968,169 | 533.07 |
| VXX | 8,789,613 | 1,946,126 | 10,287 | 10,746,027 | 1,389,960 | 773.12 |
| SQ | 876,988 | 9,802,801 | 6,287 | 10,686,075 | 311,729 | 3,428.00 |
| SOXS | 8,216,241 | 820,734 | 15,157 | 9,052,131 | 1,214,180 | 745.53 |
| SNAP | 7,421,694 | 1,418,644 | 133,108 | 8,973,446 | 2,509,690 | 357.55 |
| SOXL | 7,388,390 | 1,326,182 | 25,512 | 8,740,084 | 2,684,324 | 325.60 |
| UVXY | 7,802,048 | 908,013 | 11,412 | 8,721,473 | 587,369 | 1,484.84 |
| TSLA | 6,453,592 | 2,038,899 | 199,321 | 8,691,812 | 5,703,879 | 152.38 |
| F | 7,085,977 | 1,270,721 | 17,882 | 8,374,579 | 3,040,375 | 275.45 |
| CYN | 6,868,805 | 1,341,390 | 111,565 | 8,321,761 | 2,268,223 | 366.88 |
| INTC | 5,556,616 | 1,958,455 | 94,588 | 7,609,660 | 3,254,684 | 233.81 |
| UPRO | 6,765,283 | 615,922 | 3,442 | 7,384,647 | 457,740 | 1,613.28 |
| SPXU | 6,515,522 | 857,507 | 4,273 | 7,377,302 | 422,712 | 1,745.23 |
| PSQ | 4,684,787 | 2,556,744 | 73,503 | 7,315,034 | 273,639 | 2,673.24 |
| SPXS | 6,064,982 | 1,208,687 | 1,126 | 7,274,796 | 1,179,860 | 616.58 |
| AKAN | 6,869,100 | 368,776 | 19,627 | 7,257,503 | 313,219 | 2,317.07 |
| NVDL | 6,537,800 | 657,426 | 17,913 | 7,213,139 | 550,408 | 1,310.51 |
| TZA | 4,635,555 | 2,458,432 | 7,082 | 7,101,069 | 1,848,109 | 384.23 |
| GDX | 6,079,414 | 843,037 | 31,841 | 6,954,292 | 1,598,352 | 435.09 |
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.