Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPDN | 869,724,037 | 43,494 | 2,599 | 869,770,130 | 106,228 | 818,776.72 |
PSQ | 611,639,671 | 201,073 | 2,038 | 611,842,782 | 49,401 | 1,238,523.07 |
SPXS | 454,376,906 | 778,008 | 6,773 | 455,161,687 | 395,450 | 115,099.68 |
SDS | 231,781,796 | 133,480 | 4,088 | 231,919,364 | 134,182 | 172,839.40 |
QID | 149,065,212 | 254,131 | 2,239 | 149,321,583 | 83,878 | 178,022.35 |
DOG | 145,090,332 | 18,379 | 1,136 | 145,109,847 | 3,440 | 4,218,309.51 |
NVDQ | 128,122,461 | 699,566 | 6,179 | 128,828,206 | 263,981 | 48,802.08 |
SH | 124,334,288 | 336,788 | 100 | 124,671,176 | 97,043 | 128,470.03 |
SQQQ | 114,556,891 | 320,459 | 20,197 | 114,897,546 | 302,686 | 37,959.32 |
SPXU | 97,240,196 | 455,155 | 2,633 | 97,697,985 | 124,984 | 78,168.39 |
MSTZ | 87,596,419 | 4,174,561 | 167,729 | 91,938,708 | 8,189,263 | 1,122.67 |
RWM | 89,059,469 | 48,656 | 800 | 89,108,924 | 25,325 | 351,861.50 |
SPLG | 64,935,056 | 343,779 | 1,061 | 65,279,897 | 32,384 | 201,580.71 |
TZA | 50,266,879 | 235,030 | 6,490 | 50,508,400 | 188,194 | 26,838.48 |
TQQQ | 24,118,747 | 1,190,366 | 55,255 | 25,364,368 | 423,988 | 5,982.33 |
PLUG | 21,177,653 | 2,049,225 | 6,376 | 23,233,254 | 500,023 | 4,646.44 |
IBIT | 20,883,204 | 1,021,146 | 54,219 | 21,958,569 | 518,875 | 4,231.96 |
OPEN | 17,275,141 | 1,067,622 | 95,967 | 18,438,730 | 424,696 | 4,341.63 |
RGTI | 13,926,133 | 2,067,332 | 63,685 | 16,057,150 | 1,114,846 | 1,440.30 |
LCID | 14,153,814 | 1,702,353 | 32,480 | 15,888,646 | 401,916 | 3,953.23 |
BBD | 13,742,652 | 944,568 | 219,037 | 14,906,258 | 945,019 | 1,577.35 |
BITF | 14,285,717 | 490,038 | 5,666 | 14,781,421 | 383,122 | 3,858.15 |
SOXL | 13,997,379 | 576,129 | 42,378 | 14,615,886 | 572,495 | 2,553.02 |
LABD | 14,006,831 | 83,540 | 1,351 | 14,091,722 | 131,142 | 10,745.39 |
GRAB | 11,835,993 | 786,857 | 32,524 | 12,655,374 | 540,726 | 2,340.44 |
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.