Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SH | 1,134,324,969 | 222,926 | 14 | 1,134,547,908 | 286,948 | 395,384.50 |
SQQQ | 972,681,382 | 5,072,298 | 16,235 | 977,769,915 | 1,848,373 | 52,898.95 |
SPDN | 777,103,147 | 179,799 | 0 | 777,282,945 | 51,093 | 1,521,310.05 |
SOXS | 666,748,837 | 96,449,673 | 41,819 | 763,240,329 | 24,433,474 | 3,123.75 |
SPXU | 552,696,391 | 779,648 | 220 | 553,476,259 | 326,732 | 169,397.63 |
SPXS | 368,730,774 | 534,809 | 1,274 | 369,266,857 | 445,544 | 82,880.00 |
DOG | 359,724,624 | 152,037 | 0 | 359,876,661 | 35,207 | 1,022,173.60 |
NVDS | 340,407,549 | 342,979 | 201 | 340,750,729 | 86,967 | 391,816.12 |
SDS | 144,400,095 | 650,030 | 5,141 | 145,055,266 | 422,116 | 34,363.84 |
RWM | 135,655,950 | 98,049 | 215 | 135,754,213 | 102,351 | 132,635.94 |
SPLG | 124,147,811 | 525,859 | 12,288 | 124,685,958 | 573,055 | 21,758.11 |
TCAF | 118,772,590 | 42,840 | 329 | 118,815,759 | 9,060 | 1,311,432.22 |
TWM | 108,420,295 | 104,428 | 1,186 | 108,525,910 | 204,617 | 53,038.56 |
SDOW | 99,299,931 | 356,819 | 2,185 | 99,658,935 | 177,954 | 56,002.64 |
TSLL | 98,575,043 | 276,211 | 5,475 | 98,856,729 | 296,141 | 33,381.64 |
TQQQ | 78,482,404 | 2,516,710 | 23,094 | 81,022,209 | 921,175 | 8,795.53 |
JAAA | 55,905,314 | 378,673 | 0 | 56,283,987 | 10,701 | 525,969.41 |
EEM | 50,059,204 | 329,719 | 9,063 | 50,397,986 | 836,139 | 6,027.47 |
FXN | 39,958,303 | 64,710 | 1,936 | 40,024,949 | 133,289 | 30,028.70 |
XLF | 39,222,270 | 680,392 | 17,568 | 39,920,231 | 1,848,952 | 2,159.07 |
QLD | 39,425,986 | 264,896 | 2,692 | 39,693,574 | 16,033 | 247,574.22 |
SSO | 37,079,322 | 67,213 | 1,396 | 37,147,931 | 5,948 | 624,544.91 |
QID | 34,916,109 | 623,703 | 171 | 35,539,983 | 511,143 | 6,953.04 |
SPY | 33,107,389 | 1,209,550 | 38,847 | 34,355,786 | 359,689 | 9,551.53 |
NIO | 30,124,564 | 2,951,655 | 20,483 | 33,096,702 | 1,782,042 | 1,857.23 |
Data for 2024-03-12 to 2024-03-18 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.