Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SQQQ | 982,463,010 | 5,175,470 | 7,409 | 987,645,889 | 2,399,990 | 41,152.08 |
SH | 953,237,233 | 201,045 | 0 | 953,438,278 | 224,483 | 424,726.27 |
SPDN | 525,596,166 | 45,766 | 20 | 525,641,952 | 60,695 | 866,038.31 |
DOG | 336,179,733 | 22,110 | 0 | 336,201,843 | 17,310 | 1,942,240.57 |
PSQ | 334,408,882 | 928,336 | 0 | 335,337,219 | 312,579 | 107,280.79 |
SPXS | 285,419,933 | 466,539 | 0 | 285,886,473 | 493,531 | 57,926.75 |
SDS | 129,945,340 | 337,953 | 656 | 130,283,949 | 488,348 | 26,678.51 |
RWM | 110,897,383 | 51,174 | 0 | 110,948,557 | 144,325 | 76,874.11 |
SPLG | 102,784,104 | 322,903 | 963 | 103,107,970 | 635,638 | 16,221.18 |
EEM | 93,215,247 | 411,997 | 19,105 | 93,646,348 | 797,539 | 11,741.91 |
QID | 81,137,835 | 418,825 | 1,625 | 81,558,285 | 783,639 | 10,407.63 |
TWM | 77,217,094 | 31,834 | 0 | 77,248,928 | 189,049 | 40,861.85 |
TQQQ | 72,697,517 | 2,377,342 | 26,262 | 75,101,122 | 489,399 | 15,345.58 |
SDOW | 69,726,383 | 296,804 | 423 | 70,023,610 | 313,224 | 22,355.76 |
TCAF | 64,734,578 | 56,956 | 0 | 64,791,533 | 7,941 | 815,911.51 |
FELC | 60,131,585 | 47,323 | 163 | 60,179,071 | 3,755 | 1,602,638.38 |
SPXU | 54,658,915 | 486,797 | 1,078 | 55,146,790 | 813,607 | 6,778.06 |
DYNF | 53,960,469 | 3,075 | 368 | 53,963,912 | 839 | 6,431,932.30 |
DUHP | 49,069,343 | 45,242 | 700 | 49,115,285 | 7,227 | 679,608.21 |
SFY | 48,892,798 | 217,256 | 1,038 | 49,111,093 | 24,541 | 200,118.55 |
SOFI | 39,109,036 | 1,451,100 | 39,870 | 40,600,006 | 1,595,599 | 2,544.50 |
F | 37,853,421 | 2,591,564 | 19,686 | 40,464,670 | 2,065,623 | 1,958.96 |
EFA | 38,541,036 | 129,268 | 10,052 | 38,680,356 | 470,325 | 8,224.18 |
XLF | 35,742,620 | 2,182,345 | 8,496 | 37,933,461 | 1,755,549 | 2,160.77 |
DUST | 36,199,251 | 261,343 | 26 | 36,460,621 | 649,119 | 5,616.94 |
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.