Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| SPY | 25,702,463 | 5,316,516 | 604,884 | 31,623,863 | 7,396,826 | 427.53 |
| UVXY | 21,440,675 | 6,049,005 | 113,510 | 27,603,190 | 7,859,179 | 351.22 |
| TQQQ | 20,860,361 | 4,153,679 | 249,718 | 25,263,757 | 5,763,621 | 438.33 |
| SPXS | 21,840,211 | 2,763,519 | 62,243 | 24,665,972 | 2,264,894 | 1,089.06 |
| MULN | 15,411,064 | 8,887,751 | 109,346 | 24,408,160 | 10,001,763 | 244.04 |
| SQQQ | 17,507,653 | 4,326,322 | 367,986 | 22,201,961 | 4,556,642 | 487.24 |
| SPXU | 18,611,386 | 1,434,762 | 51,174 | 20,097,322 | 1,272,993 | 1,578.75 |
| QQQ | 15,177,870 | 3,556,831 | 258,396 | 18,993,096 | 4,577,720 | 414.90 |
| UPRO | 14,366,537 | 1,621,871 | 17,955 | 16,006,363 | 634,730 | 2,521.76 |
| SSO | 11,146,589 | 1,489,585 | 28,110 | 12,664,283 | 408,913 | 3,097.06 |
| BRDS | 8,595,588 | 3,863,912 | 105,647 | 12,565,147 | 5,184,038 | 242.38 |
| SDS | 10,606,337 | 1,102,775 | 13,696 | 11,722,808 | 475,576 | 2,464.97 |
| SPXL | 10,363,041 | 1,175,673 | 42,587 | 11,581,301 | 714,556 | 1,620.77 |
| SPLG | 8,144,454 | 943,105 | 942 | 9,088,501 | 362,059 | 2,510.23 |
| TRKA | 6,618,663 | 1,907,041 | 33,355 | 8,559,059 | 3,750,832 | 228.19 |
| IWM | 5,482,652 | 2,376,726 | 242,107 | 8,101,486 | 2,560,064 | 316.46 |
| QLD | 6,041,615 | 1,115,004 | 6,170 | 7,162,789 | 256,079 | 2,797.10 |
| QID | 6,261,581 | 853,695 | 44,302 | 7,159,578 | 1,394,308 | 513.49 |
| VIXY | 5,624,937 | 1,353,072 | 10,571 | 6,988,580 | 1,370,372 | 509.98 |
| XELA | 4,097,030 | 2,432,115 | 57,178 | 6,586,323 | 5,259,498 | 125.23 |
| SPDN | 5,786,504 | 405,780 | 18,945 | 6,211,228 | 388,335 | 1,599.45 |
| SVXY | 5,192,733 | 625,926 | 1,586 | 5,820,245 | 414,286 | 1,404.89 |
| NEO | 5,798,481 | 11,731 | 2,563 | 5,812,775 | 60,155 | 9,663.00 |
| IVV | 4,859,128 | 863,779 | 11,598 | 5,734,505 | 444,877 | 1,289.01 |
| SOXL | 3,949,465 | 1,205,015 | 29,149 | 5,183,629 | 3,330,927 | 155.62 |
Data for 2023-03-23 to 2023-03-29 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.