Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SAVE | 43,534,805 | 196,261 | 16,180 | 43,747,246 | 299,989 | 14,582.95 |
TQQQ | 35,097,803 | 7,072,072 | 114,024 | 42,283,899 | 2,735,052 | 1,546.00 |
SPY | 35,044,363 | 5,988,847 | 373,815 | 41,407,025 | 4,880,709 | 848.38 |
AKAN | 34,090,907 | 1,301,804 | 89,534 | 35,482,245 | 1,224,949 | 2,896.63 |
SQQQ | 21,300,794 | 7,987,457 | 89,266 | 29,377,517 | 5,665,678 | 518.52 |
TSLL | 23,398,268 | 684,788 | 12,795 | 24,095,851 | 1,564,077 | 1,540.58 |
QQQ | 18,076,375 | 3,219,422 | 113,472 | 21,409,269 | 2,604,766 | 821.93 |
FFIE | 6,785,913 | 11,913,084 | 89,873 | 18,788,870 | 3,447,332 | 545.03 |
YANG | 15,211,841 | 236,912 | 8,797 | 15,457,550 | 548,833 | 2,816.44 |
VAXX | 13,500,916 | 207,619 | 8,685 | 13,717,220 | 486,417 | 2,820.05 |
QID | 10,206,210 | 2,742,411 | 7,234 | 12,955,855 | 482,709 | 2,683.99 |
QLD | 11,835,333 | 889,499 | 3,590 | 12,728,422 | 233,674 | 5,447.09 |
PLTR | 10,038,688 | 2,096,084 | 147,373 | 12,282,146 | 3,235,239 | 379.64 |
SOXL | 10,355,579 | 1,510,476 | 37,032 | 11,903,087 | 3,135,387 | 379.64 |
TZA | 9,446,777 | 2,243,797 | 17,546 | 11,708,119 | 1,540,925 | 759.81 |
NIO | 9,275,706 | 1,534,440 | 99,809 | 10,909,955 | 4,060,582 | 268.68 |
SPXS | 8,937,552 | 1,807,980 | 1,987 | 10,747,519 | 1,445,686 | 743.42 |
FCEL | 4,999,871 | 5,429,122 | 218,095 | 10,647,088 | 657,102 | 1,620.31 |
JAGX | 8,184,911 | 2,196,026 | 66,180 | 10,447,118 | 2,246,223 | 465.10 |
PSQ | 4,381,347 | 5,494,444 | 55,770 | 9,931,562 | 318,553 | 3,117.71 |
TLRY | 8,611,324 | 890,332 | 26,604 | 9,528,261 | 2,228,339 | 427.59 |
SDS | 7,922,426 | 955,026 | 17,232 | 8,894,684 | 704,088 | 1,263.29 |
SPXU | 7,207,450 | 1,469,074 | 2,941 | 8,679,465 | 490,858 | 1,768.22 |
VXX | 6,894,320 | 1,451,902 | 15,301 | 8,361,523 | 1,165,363 | 717.50 |
TNA | 7,323,726 | 829,097 | 16,736 | 8,169,559 | 604,215 | 1,352.09 |
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.