Maker Opportunity

Download

Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
TQQQ	40,292,863	9,188,482	43,099	49,524,443	4,553,613	1,087.59
SQQQ	29,457,976	11,738,317	45,790	41,242,083	7,989,067	516.23
SPY	34,437,240	4,106,279	142,808	38,686,327	3,905,062	990.67
AKAN	32,790,840	1,670,040	584,649	35,045,529	4,573,401	766.29
SAVE	32,103,237	451,354	11,070	32,565,661	949,531	3,429.66
TSLL	25,814,231	1,000,582	32,060	26,846,873	2,489,072	1,078.59
FFIE	5,738,381	14,635,548	1,728,981	22,102,910	9,784,359	225.90
YANG	21,342,121	321,092	22,655	21,685,867	728,612	2,976.33
PLTR	17,330,372	3,209,769	183,163	20,723,304	6,002,568	345.24
QQQ	17,927,338	2,494,489	45,856	20,467,683	2,041,977	1,002.35
TZA	12,699,629	4,277,407	40,848	17,017,884	1,732,076	982.51
VAXX	14,367,932	321,566	554,453	15,243,951	1,657,266	919.83
SOXL	12,728,136	1,589,330	115,587	14,433,053	4,594,385	314.15
SPXS	11,691,726	2,723,263	4,676	14,419,665	2,191,223	658.06
QLD	13,735,972	504,682	6,618	14,247,273	222,343	6,407.79
QID	13,364,582	823,413	6,089	14,194,084	199,519	7,114.15
NIO	11,601,604	1,575,265	108,606	13,285,475	5,661,198	234.68
JAGX	7,692,035	3,059,140	550,364	11,301,539	4,368,231	258.72
NKLA	5,384,535	5,635,064	107,965	11,127,563	2,986,542	372.59
LABD	10,437,526	348,518	24,999	10,811,043	1,272,073	849.88
TLRY	9,814,233	887,625	23,063	10,724,922	2,633,974	407.18
MARA	8,986,998	1,307,245	43,135	10,337,378	3,790,453	272.72
SPXU	9,008,925	1,039,346	2,460	10,050,731	515,876	1,948.28
SDS	8,699,480	1,286,899	53,171	10,039,550	612,287	1,639.68
PSQ	7,413,930	2,594,442	40	10,008,412	193,640	5,168.57

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.