Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| MSTZ | 150,169,840 | 12,161,648 | 1,172,319 | 163,503,807 | 42,428,536 | 385.36 |
| QDVO | 29,349,009 | 7 | 0 | 29,349,017 | 436 | 6,731,425.92 |
| TQQQ | 16,552,108 | 3,826,589 | 50,069 | 20,428,766 | 1,513,054 | 1,350.17 |
| IBIT | 9,504,000 | 7,052,057 | 182,310 | 16,738,368 | 4,234,965 | 395.24 |
| BTCZ | 16,101,070 | 139,706 | 1,826 | 16,242,602 | 43,320 | 37,494.46 |
| NVDA | 10,236,400 | 4,797,483 | 707,415 | 15,741,298 | 9,049,246 | 173.95 |
| SMST | 14,097,325 | 1,276,356 | 86,784 | 15,460,465 | 2,439,934 | 633.64 |
| SQQQ | 10,275,083 | 2,111,056 | 65,267 | 12,451,405 | 2,787,423 | 446.70 |
| SOXL | 10,005,007 | 1,886,061 | 52,299 | 11,943,367 | 2,525,628 | 472.89 |
| AMZN | 4,113,314 | 7,663,374 | 79,765 | 11,856,452 | 1,909,411 | 620.95 |
| MARA | 7,721,956 | 3,831,347 | 179,477 | 11,732,780 | 3,866,329 | 303.46 |
| ETHU | 10,250,332 | 1,342,620 | 127,202 | 11,720,154 | 2,557,356 | 458.29 |
| TSLL | 10,007,145 | 1,645,800 | 51,521 | 11,704,466 | 1,587,228 | 737.42 |
| SPY | 9,118,018 | 1,954,641 | 437,700 | 11,510,360 | 2,755,541 | 417.72 |
| TSLZ | 10,815,617 | 456,685 | 1,184 | 11,273,486 | 1,723,996 | 653.92 |
| SOXS | 9,923,027 | 621,654 | 14,196 | 10,558,878 | 1,271,237 | 830.60 |
| TOI | 9,843,185 | 27,137 | 560 | 9,870,882 | 30,522 | 32,340.22 |
| LESL | 8,874,774 | 816,081 | 19,487 | 9,710,342 | 541,256 | 1,794.04 |
| QQQ | 7,244,112 | 1,506,807 | 188,173 | 8,939,092 | 1,994,586 | 448.17 |
| ELAB | 7,140,362 | 1,666,457 | 23,555 | 8,830,375 | 1,962,670 | 449.92 |
| IQ | 8,144,928 | 496,499 | 34,444 | 8,675,871 | 1,359,804 | 638.02 |
| SMCI | 6,667,184 | 1,706,814 | 238,606 | 8,612,605 | 3,640,786 | 236.56 |
| UVIX | 6,399,642 | 1,276,269 | 166,631 | 7,842,542 | 2,548,894 | 307.68 |
| IDAI | 7,379,554 | 367,532 | 51,116 | 7,798,202 | 1,069,406 | 729.21 |
| SPXU | 6,838,183 | 805,553 | 1,883 | 7,645,618 | 575,017 | 1,329.63 |
Data for 2024-11-21 to 2024-11-27 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.