Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
MSTZ | 54,859,712 | 3,965,511 | 504,420 | 59,329,643 | 21,735,859 | 272.96 |
TSLZ | 30,707,713 | 224,958 | 5,835 | 30,938,506 | 1,613,757 | 1,917.17 |
SOXL | 12,854,910 | 1,871,683 | 60,892 | 14,787,485 | 2,399,399 | 616.30 |
SMST | 12,962,444 | 617,274 | 34,250 | 13,613,969 | 1,697,254 | 802.12 |
TQQQ | 10,625,330 | 2,516,940 | 48,533 | 13,190,803 | 1,105,086 | 1,193.64 |
PLUG | 10,334,206 | 1,571,928 | 48,030 | 11,954,163 | 3,699,645 | 323.12 |
IBIT | 8,091,718 | 3,387,912 | 123,625 | 11,603,254 | 2,916,717 | 397.82 |
SOUN | 9,483,633 | 1,854,770 | 139,307 | 11,477,710 | 3,502,869 | 327.67 |
SVMH | 8,093,058 | 2,198,141 | 26,538 | 10,317,737 | 5,328,480 | 193.63 |
MARA | 8,123,515 | 1,915,982 | 151,101 | 10,190,598 | 2,930,141 | 347.79 |
SOXS | 9,654,903 | 499,580 | 8,548 | 10,163,031 | 1,177,689 | 862.96 |
SMCI | 7,313,907 | 1,977,074 | 206,957 | 9,497,939 | 4,135,319 | 229.68 |
SMX | 8,367,316 | 607,458 | 110,581 | 9,085,355 | 1,410,260 | 644.23 |
NVDA | 5,288,013 | 3,018,188 | 306,716 | 8,612,917 | 5,926,070 | 145.34 |
ACHR | 6,973,220 | 1,286,573 | 82,281 | 8,342,074 | 1,945,073 | 428.88 |
INTC | 5,356,387 | 2,100,186 | 160,168 | 7,616,741 | 3,823,414 | 199.21 |
SQQQ | 5,481,271 | 1,355,391 | 25,385 | 6,862,046 | 2,339,382 | 293.33 |
TSLL | 6,054,299 | 408,286 | 53,620 | 6,516,205 | 973,839 | 669.13 |
CLSK | 5,163,065 | 908,954 | 54,268 | 6,126,287 | 1,445,004 | 423.96 |
SPY | 4,134,541 | 1,509,522 | 294,855 | 5,938,918 | 2,094,717 | 283.52 |
ETHU | 4,862,553 | 952,550 | 75,606 | 5,890,709 | 2,023,336 | 291.14 |
UVIX | 4,570,889 | 1,012,645 | 44,078 | 5,627,612 | 1,772,426 | 317.51 |
PLTR | 3,576,424 | 1,358,295 | 138,514 | 5,073,233 | 2,609,077 | 194.45 |
C | 691,231 | 4,326,187 | 28,061 | 5,045,479 | 511,179 | 987.03 |
TZA | 4,284,387 | 639,226 | 12,498 | 4,936,111 | 1,180,618 | 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.