Maker Opportunity

Download
SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SQQQ982,463,0105,175,4707,409987,645,8892,399,990 41,152.08
SH953,237,233201,0450953,438,278224,483 424,726.27
SPDN525,596,16645,76620525,641,95260,695 866,038.31
DOG336,179,73322,1100336,201,84317,310 1,942,240.57
PSQ334,408,882928,3360335,337,219312,579 107,280.79
SPXS285,419,933466,5390285,886,473493,531 57,926.75
SDS129,945,340337,953656130,283,949488,348 26,678.51
RWM110,897,38351,1740110,948,557144,325 76,874.11
SPLG102,784,104322,903963103,107,970635,638 16,221.18
EEM93,215,247411,99719,10593,646,348797,539 11,741.91
QID81,137,835418,8251,62581,558,285783,639 10,407.63
TWM77,217,09431,834077,248,928189,049 40,861.85
TQQQ72,697,5172,377,34226,26275,101,122489,399 15,345.58
SDOW69,726,383296,80442370,023,610313,224 22,355.76
TCAF64,734,57856,956064,791,5337,941 815,911.51
FELC60,131,58547,32316360,179,0713,755 1,602,638.38
SPXU54,658,915486,7971,07855,146,790813,607 6,778.06
DYNF53,960,4693,07536853,963,912839 6,431,932.30
DUHP49,069,34345,24270049,115,2857,227 679,608.21
SFY48,892,798217,2561,03849,111,09324,541 200,118.55
SOFI39,109,0361,451,10039,87040,600,0061,595,599 2,544.50
F37,853,4212,591,56419,68640,464,6702,065,623 1,958.96
EFA38,541,036129,26810,05238,680,356470,325 8,224.18
XLF35,742,6202,182,3458,49637,933,4611,755,549 2,160.77
DUST36,199,251261,3432636,460,621649,119 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.