Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
ELAB | 140,956,689 | 4,108,106 | 1,497,601 | 146,562,396 | 11,984,708 | 1,222.91 |
MSTZ | 70,612,708 | 8,754,948 | 2,266,266 | 81,633,923 | 40,546,014 | 201.34 |
ETHU | 31,882,422 | 3,920,466 | 99,296 | 35,902,185 | 1,880,433 | 1,909.25 |
NVDA | 16,684,273 | 8,374,910 | 414,797 | 25,473,981 | 23,952,951 | 106.35 |
TQQQ | 18,840,034 | 4,986,868 | 82,218 | 23,909,120 | 3,724,926 | 641.87 |
UVIX | 7,112,081 | 14,936,048 | 12,116 | 22,060,245 | 1,784,056 | 1,236.52 |
SMST | 20,194,713 | 1,516,880 | 119,717 | 21,831,311 | 4,834,377 | 451.58 |
MARA | 15,615,031 | 5,439,378 | 172,648 | 21,227,058 | 11,346,770 | 187.08 |
SOXL | 16,632,614 | 3,021,009 | 430,727 | 20,084,349 | 10,075,987 | 199.33 |
TSLL | 16,117,701 | 2,924,700 | 955,597 | 19,997,997 | 8,593,290 | 232.72 |
IBIT | 13,770,276 | 4,511,827 | 142,236 | 18,424,339 | 4,843,963 | 380.36 |
SMCI | 14,063,913 | 3,688,543 | 293,003 | 18,045,458 | 15,205,528 | 118.68 |
SOXS | 15,963,542 | 1,015,874 | 345,141 | 17,324,557 | 4,375,452 | 395.95 |
BITX | 13,604,898 | 930,176 | 18,098 | 14,553,172 | 1,355,643 | 1,073.53 |
IDAI | 8,664,856 | 3,479,726 | 2,319,034 | 14,463,616 | 13,758,440 | 105.13 |
SOUN | 11,858,945 | 2,294,422 | 44,540 | 14,197,907 | 5,805,607 | 244.56 |
IQ | 13,482,506 | 480,796 | 10,673 | 13,973,975 | 1,418,988 | 984.78 |
SQQQ | 9,919,270 | 3,216,752 | 55,257 | 13,191,279 | 3,797,434 | 347.37 |
TZA | 8,748,423 | 3,850,227 | 24,397 | 12,623,047 | 3,111,441 | 405.70 |
TSLZ | 11,559,493 | 909,167 | 44,988 | 12,513,648 | 2,248,104 | 556.63 |
SPY | 9,435,170 | 1,886,503 | 99,051 | 11,420,725 | 2,258,283 | 505.73 |
LESL | 10,202,133 | 205,188 | 3,027 | 10,410,348 | 557,245 | 1,868.18 |
RGTI | 5,745,399 | 3,952,598 | 691,336 | 10,389,333 | 11,491,092 | 90.41 |
RIVN | 8,585,807 | 1,575,973 | 51,559 | 10,213,339 | 4,885,654 | 209.05 |
AMZN | 3,510,764 | 6,525,990 | 24,508 | 10,061,262 | 1,722,429 | 584.13 |
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.