Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPY | 43,821,028 | 8,855,475 | 465,441 | 53,141,944 | 6,089,187 | 872.73 |
TQQQ | 33,125,792 | 6,297,667 | 126,165 | 39,549,624 | 3,611,900 | 1,094.98 |
QQQ | 23,784,881 | 4,914,723 | 135,906 | 28,835,510 | 3,737,524 | 771.51 |
SQQQ | 21,056,171 | 6,348,810 | 25,602 | 27,430,583 | 8,508,313 | 322.40 |
VXX | 14,791,076 | 2,987,364 | 30,635 | 17,809,074 | 1,966,294 | 905.72 |
SINT | 11,826,323 | 5,693,354 | 127,050 | 17,646,726 | 11,022,509 | 160.10 |
SPXS | 15,126,856 | 1,907,369 | 5,158 | 17,039,383 | 1,658,148 | 1,027.62 |
TSLL | 14,469,736 | 1,536,464 | 16,472 | 16,022,672 | 1,230,557 | 1,302.07 |
QID | 13,150,648 | 1,421,076 | 7,681 | 14,579,405 | 525,075 | 2,776.63 |
SPXU | 13,067,807 | 1,403,495 | 12,025 | 14,483,327 | 504,266 | 2,872.16 |
UPRO | 13,097,299 | 1,368,106 | 15,181 | 14,480,587 | 544,383 | 2,660.00 |
OAIA | 13,368,400 | 538 | 0 | 13,368,938 | 102 | 13,106,801.96 |
SDS | 11,670,074 | 1,306,736 | 8,144 | 12,984,954 | 814,008 | 1,595.19 |
QLD | 10,769,032 | 948,266 | 5,975 | 11,723,272 | 246,681 | 4,752.40 |
SOXL | 9,979,586 | 1,590,794 | 49,581 | 11,619,960 | 3,462,360 | 335.61 |
SOXS | 9,997,893 | 655,348 | 21,803 | 10,675,045 | 1,313,151 | 812.93 |
SQ | 869,432 | 9,718,813 | 9,324 | 10,597,569 | 351,074 | 3,018.61 |
SPLG | 8,753,670 | 1,522,931 | 32,261 | 10,308,862 | 691,944 | 1,489.84 |
EGOX | 5,752,354 | 4,373,939 | 82,612 | 10,208,905 | 2,826,271 | 361.21 |
SSO | 8,422,048 | 1,241,655 | 5,200 | 9,668,903 | 397,638 | 2,431.58 |
TZA | 7,750,011 | 1,299,555 | 23,749 | 9,073,315 | 1,757,278 | 516.33 |
PSQ | 7,868,242 | 1,145,796 | 34,503 | 9,048,540 | 392,994 | 2,302.46 |
JAGX | 7,538,190 | 1,405,995 | 33,427 | 8,977,613 | 2,138,233 | 419.86 |
IWM | 6,105,848 | 2,373,124 | 83,186 | 8,562,157 | 2,345,326 | 365.07 |
UVXY | 7,592,287 | 705,668 | 9,840 | 8,307,795 | 615,032 | 1,350.79 |
Data for 2024-04-17 to 2024-04-23 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.