Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY33,182,6549,210,479413,91142,807,0446,847,566 625.14
TQQQ26,983,8619,045,988161,91136,191,7603,464,737 1,044.57
SQQQ18,953,75012,898,87626,27231,878,8988,795,830 362.43
QQQ18,812,9975,679,224155,80324,648,0243,939,035 625.74
NVDS18,153,4183,545,9652,65721,702,0401,779,667 1,219.44
SOXS17,811,2353,204,224135,11121,150,5705,661,788 373.57
UVXY15,708,0125,165,8796,87920,880,7704,362,754 478.61
IBIT5,860,41611,806,199120,91917,787,5344,338,310 410.01
BITO12,016,8742,733,068108,74314,858,6853,684,221 403.31
VXX9,252,7894,549,09723,53113,825,4171,929,444 716.55
FSR9,855,9833,100,637175,95213,132,5725,930,479 221.44
SOUN10,238,2512,503,060140,17712,881,4883,968,652 324.58
QLD10,311,0112,194,7741,92912,507,715423,980 2,950.07
DNA11,951,284405,97134,23312,391,4871,219,403 1,016.19
SOXL9,272,4471,980,48064,57311,317,5013,724,150 303.89
TSLL9,685,781925,8375,05310,616,672965,542 1,099.56
MARA8,164,6291,994,03567,10110,225,7642,012,764 508.05
VERB6,699,5852,535,991173,8059,409,3812,273,627 413.85
SPXS7,506,6601,031,00025,4438,563,1021,238,309 691.52
BITF7,785,594567,60112,2598,365,4551,129,205 740.83
TZA6,133,2042,190,31313,1248,336,640912,662 913.44
UPRO6,647,2041,349,5387,5958,004,337553,746 1,445.49
IWM5,279,7082,536,95982,6637,899,3302,512,800 314.36
PLUG7,148,871627,63753,4917,829,9991,288,455 607.70
VIXY3,416,1373,987,0256,3367,409,498762,291 972.00

Data for 2024-03-11 to 2024-03-15 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.