Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| SQQQ | 18,660,219 | 18,323,185 | 37,968 | 37,021,372 | 7,813,299 | 473.83 |
| TSLL | 33,825,078 | 1,774,094 | 82,953 | 35,682,124 | 4,485,116 | 795.57 |
| SPY | 29,328,276 | 4,230,348 | 113,584 | 33,672,207 | 3,160,989 | 1,065.24 |
| TQQQ | 25,318,050 | 7,774,093 | 55,799 | 33,147,942 | 4,598,234 | 720.88 |
| PEGY | 22,201,066 | 4,469,216 | 2,884,264 | 29,554,545 | 18,193,263 | 162.45 |
| SOFI | 24,498,671 | 2,063,402 | 80,659 | 26,642,732 | 4,478,910 | 594.85 |
| QQQ | 13,379,518 | 4,519,586 | 30,155 | 17,929,259 | 2,331,027 | 769.16 |
| JBLU | 14,340,753 | 610,838 | 14,839 | 14,966,431 | 1,287,500 | 1,162.44 |
| SQ | 887,132 | 13,035,108 | 2,357 | 13,924,597 | 379,335 | 3,670.79 |
| TSLA | 9,862,208 | 3,286,813 | 278,706 | 13,427,727 | 10,347,588 | 129.77 |
| SOXL | 9,836,916 | 2,430,490 | 171,655 | 12,439,061 | 5,128,611 | 242.54 |
| TZA | 7,031,539 | 3,710,112 | 8,737 | 10,750,389 | 1,473,889 | 729.39 |
| SPXS | 8,918,657 | 1,797,281 | 5,240 | 10,721,178 | 1,681,471 | 637.61 |
| CYN | 7,432,677 | 2,194,874 | 1,077,406 | 10,704,956 | 7,627,020 | 140.36 |
| VXX | 9,065,697 | 1,566,157 | 14,358 | 10,646,212 | 652,320 | 1,632.05 |
| SNAP | 8,933,407 | 1,566,464 | 109,793 | 10,609,664 | 3,386,861 | 313.26 |
| SOXS | 8,602,368 | 962,241 | 16,933 | 9,581,542 | 1,900,318 | 504.21 |
| MARA | 8,259,645 | 1,208,638 | 41,810 | 9,510,093 | 3,574,651 | 266.04 |
| NVDL | 7,958,912 | 1,150,245 | 25,921 | 9,135,078 | 1,827,226 | 499.94 |
| F | 8,119,398 | 951,031 | 22,017 | 9,092,445 | 2,723,306 | 333.88 |
| GDXD | 8,717,491 | 344,491 | 822 | 9,062,804 | 231,497 | 3,914.87 |
| LABD | 8,363,012 | 521,671 | 32,141 | 8,916,824 | 1,151,995 | 774.03 |
| INTC | 6,491,855 | 1,708,181 | 73,545 | 8,273,581 | 3,303,629 | 250.44 |
| UPRO | 7,574,634 | 628,177 | 3,286 | 8,206,096 | 350,932 | 2,338.37 |
| SPXU | 7,554,952 | 553,387 | 1,339 | 8,109,678 | 421,117 | 1,925.75 |
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.