Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| MSTZ | 44,935,960 | 3,820,472 | 146,765 | 48,903,198 | 12,781,799 | 382.60 |
| SPXU | 8,139,124 | 550,932 | 790 | 8,690,846 | 223,736 | 3,884.42 |
| SH | 8,510,945 | 156,117 | 0 | 8,667,062 | 86,410 | 10,030.16 |
| ELAB | 8,007,857 | 328,534 | 2,540 | 8,338,931 | 257,307 | 3,240.85 |
| IDAI | 7,030,904 | 344,797 | 535,579 | 7,911,280 | 1,311,584 | 603.19 |
| SPLG | 7,227,883 | 351,658 | 5,020 | 7,584,561 | 97,572 | 7,773.30 |
| TQQQ | 6,447,704 | 1,109,799 | 10,522 | 7,568,026 | 276,782 | 2,734.29 |
| MSTR | 7,289,185 | 212,211 | 23,778 | 7,525,175 | 279,186 | 2,695.40 |
| SDS | 6,973,034 | 301,513 | 0 | 7,274,547 | 198,390 | 3,666.79 |
| SQQQ | 6,722,357 | 499,055 | 1,415 | 7,222,826 | 669,536 | 1,078.78 |
| NVDA | 4,383,100 | 889,843 | 99,474 | 5,372,417 | 856,640 | 627.15 |
| SOXL | 4,746,457 | 377,147 | 19,375 | 5,142,979 | 1,197,341 | 429.53 |
| CDT | 4,440,447 | 258,098 | 298,562 | 4,997,107 | 827,257 | 604.06 |
| SPXS | 4,540,892 | 210,540 | 0 | 4,751,432 | 780,255 | 608.96 |
| SPY | 3,838,700 | 426,582 | 23,517 | 4,288,799 | 662,824 | 647.05 |
| PSQ | 3,775,166 | 266,126 | 1,917 | 4,043,209 | 88,688 | 4,558.91 |
| QID | 3,352,307 | 433,212 | 8,815 | 3,794,334 | 169,012 | 2,245.01 |
| KULR | 2,966,187 | 575,378 | 221,620 | 3,763,186 | 616,126 | 610.78 |
| AKTS | 3,410,602 | 176,376 | 63,796 | 3,650,773 | 341,252 | 1,069.82 |
| MARA | 2,429,207 | 918,752 | 96,392 | 3,444,351 | 606,252 | 568.14 |
| QQQ | 3,072,733 | 317,532 | 6,600 | 3,396,865 | 291,173 | 1,166.61 |
| SMCI | 3,016,500 | 190,828 | 50,374 | 3,257,702 | 358,470 | 908.78 |
| UPRO | 2,987,350 | 219,955 | 1,916 | 3,209,222 | 190,262 | 1,686.74 |
| OPTT | 2,881,790 | 86,976 | 225,400 | 3,194,165 | 373,434 | 855.35 |
| CIG | 3,072,081 | 63,832 | 0 | 3,135,912 | 103,000 | 3,044.57 |
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.