Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SQQQ931,982,3232,257,75040,356934,280,4292,241,586 41,679.44
SH686,507,809865,1893,672687,376,670207,112 331,886.45
PSQ366,209,275478,3701,673366,689,31854,294 675,377.24
SPDN357,296,63096,5370357,393,16684,827 421,320.06
SPXS266,772,050480,0639,875267,261,988282,409 94,636.50
DOG177,839,52526,01363177,865,6016,809 2,612,213.26
EEM134,826,9261,747,26712,162136,586,3541,010,216 13,520.51
SDS83,238,467161,1945,89283,405,55382,388 101,235.07
QID74,853,648146,8111,29875,001,75831,654 236,942.43
RWM70,128,40614,30912170,142,83719,573 358,365.28
SPLG57,968,692134,8339,92258,113,44716,309 356,327.47
TQQQ46,541,3041,794,111113,99048,449,405461,019 10,509.20
DUST41,607,34953,5752,30641,663,22991,001 45,783.27
TWM40,460,29758,542040,518,83938,503 105,235.54
EFA38,569,228197,6409,41038,776,278192,453 20,148.44
TCAF36,292,5262,171036,294,6961,145 3,169,842.45
AKAN34,997,604732,10533,33435,763,042360,405 9,923.01
SPXU32,859,537107,17365932,967,37075,048 43,928.38
FXI31,310,308502,05613,26131,825,625984,852 3,231.51
SDOW29,823,602124,1772,63429,950,41359,110 50,668.94
ALLR24,241,4251,609,48815,01225,865,924282,039 9,171.05
XLF25,082,923581,14526,67325,690,7411,508,567 1,702.99
FELC21,638,7432,256021,641,0002,099 1,031,014.77
SPY20,234,700692,06376,05121,002,814329,637 6,371.50
SAVE20,877,45635,7102,13320,915,29967,999 30,758.24

Data for 2024-05-01 to 2024-05-07 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.