Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SQQQ | 931,982,323 | 2,257,750 | 40,356 | 934,280,429 | 2,241,586 | 41,679.44 |
SH | 686,507,809 | 865,189 | 3,672 | 687,376,670 | 207,112 | 331,886.45 |
PSQ | 366,209,275 | 478,370 | 1,673 | 366,689,318 | 54,294 | 675,377.24 |
SPDN | 357,296,630 | 96,537 | 0 | 357,393,166 | 84,827 | 421,320.06 |
SPXS | 266,772,050 | 480,063 | 9,875 | 267,261,988 | 282,409 | 94,636.50 |
DOG | 177,839,525 | 26,013 | 63 | 177,865,601 | 6,809 | 2,612,213.26 |
EEM | 134,826,926 | 1,747,267 | 12,162 | 136,586,354 | 1,010,216 | 13,520.51 |
SDS | 83,238,467 | 161,194 | 5,892 | 83,405,553 | 82,388 | 101,235.07 |
QID | 74,853,648 | 146,811 | 1,298 | 75,001,758 | 31,654 | 236,942.43 |
RWM | 70,128,406 | 14,309 | 121 | 70,142,837 | 19,573 | 358,365.28 |
SPLG | 57,968,692 | 134,833 | 9,922 | 58,113,447 | 16,309 | 356,327.47 |
TQQQ | 46,541,304 | 1,794,111 | 113,990 | 48,449,405 | 461,019 | 10,509.20 |
DUST | 41,607,349 | 53,575 | 2,306 | 41,663,229 | 91,001 | 45,783.27 |
TWM | 40,460,297 | 58,542 | 0 | 40,518,839 | 38,503 | 105,235.54 |
EFA | 38,569,228 | 197,640 | 9,410 | 38,776,278 | 192,453 | 20,148.44 |
TCAF | 36,292,526 | 2,171 | 0 | 36,294,696 | 1,145 | 3,169,842.45 |
AKAN | 34,997,604 | 732,105 | 33,334 | 35,763,042 | 360,405 | 9,923.01 |
SPXU | 32,859,537 | 107,173 | 659 | 32,967,370 | 75,048 | 43,928.38 |
FXI | 31,310,308 | 502,056 | 13,261 | 31,825,625 | 984,852 | 3,231.51 |
SDOW | 29,823,602 | 124,177 | 2,634 | 29,950,413 | 59,110 | 50,668.94 |
ALLR | 24,241,425 | 1,609,488 | 15,012 | 25,865,924 | 282,039 | 9,171.05 |
XLF | 25,082,923 | 581,145 | 26,673 | 25,690,741 | 1,508,567 | 1,702.99 |
FELC | 21,638,743 | 2,256 | 0 | 21,641,000 | 2,099 | 1,031,014.77 |
SPY | 20,234,700 | 692,063 | 76,051 | 21,002,814 | 329,637 | 6,371.50 |
SAVE | 20,877,456 | 35,710 | 2,133 | 20,915,299 | 67,999 | 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.