Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
MSTZ54,859,7123,965,511504,42059,329,64321,735,859 272.96
TSLZ30,707,713224,9585,83530,938,5061,613,757 1,917.17
SOXL12,854,9101,871,68360,89214,787,4852,399,399 616.30
SMST12,962,444617,27434,25013,613,9691,697,254 802.12
TQQQ10,625,3302,516,94048,53313,190,8031,105,086 1,193.64
PLUG10,334,2061,571,92848,03011,954,1633,699,645 323.12
IBIT8,091,7183,387,912123,62511,603,2542,916,717 397.82
SOUN9,483,6331,854,770139,30711,477,7103,502,869 327.67
SVMH8,093,0582,198,14126,53810,317,7375,328,480 193.63
MARA8,123,5151,915,982151,10110,190,5982,930,141 347.79
SOXS9,654,903499,5808,54810,163,0311,177,689 862.96
SMCI7,313,9071,977,074206,9579,497,9394,135,319 229.68
SMX8,367,316607,458110,5819,085,3551,410,260 644.23
NVDA5,288,0133,018,188306,7168,612,9175,926,070 145.34
ACHR6,973,2201,286,57382,2818,342,0741,945,073 428.88
INTC5,356,3872,100,186160,1687,616,7413,823,414 199.21
SQQQ5,481,2711,355,39125,3856,862,0462,339,382 293.33
TSLL6,054,299408,28653,6206,516,205973,839 669.13
CLSK5,163,065908,95454,2686,126,2871,445,004 423.96
SPY4,134,5411,509,522294,8555,938,9182,094,717 283.52
ETHU4,862,553952,55075,6065,890,7092,023,336 291.14
UVIX4,570,8891,012,64544,0785,627,6121,772,426 317.51
PLTR3,576,4241,358,295138,5145,073,2332,609,077 194.45
C691,2314,326,18728,0615,045,479511,179 987.03
TZA4,284,387639,22612,4984,936,1111,180,618 418.10

Data for 2024-12-02 to 2024-12-06 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.