Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
WBA | 40,483,768 | 0 | 1 | 40,483,769 | 0 | n/a |
INTC | 28,446,172 | 40 | 33 | 28,446,245 | 40 | 71,115,612.50 |
MRK | 9,091,789 | 794 | 417 | 9,093,000 | 623 | 1,459,550.56 |
ETSY | 8,760,594 | 4,485 | 17,301 | 8,782,379 | 93 | 9,443,418.28 |
BA | 8,446,326 | 806 | 339 | 8,447,470 | 334 | 2,529,182.63 |
PG | 5,971,851 | 34 | 1 | 5,971,886 | 187 | 3,193,521.93 |
DIS | 4,966,946 | 11,526 | 226 | 4,978,698 | 29,019 | 17,156.68 |
CVX | 4,779,289 | 55,353 | 21,237 | 4,855,879 | 1,773 | 273,879.24 |
EOSE | 3,876,559 | 387 | 1,421 | 3,878,367 | 0 | n/a |
JNJ | 3,834,580 | 113 | 29 | 3,834,722 | 196 | 1,956,490.82 |
DOW | 3,332,291 | 1,064 | 190 | 3,333,545 | 383 | 870,377.28 |
NKE | 3,165,311 | 21,830 | 19 | 3,187,160 | 988,256 | 322.50 |
V | 3,041,309 | 17,517 | 1,167 | 3,059,993 | 961,625 | 318.21 |
LUV | 2,875,553 | 0 | 25 | 2,875,578 | 34 | 8,457,582.35 |
KO | 2,852,526 | 114 | 3 | 2,852,644 | 81 | 3,521,782.72 |
LAZR | 2,428,547 | 4,546 | 3,172 | 2,436,265 | 0 | n/a |
T | 1,851,154 | 4,224 | 83 | 1,855,461 | 5,053 | 36,719.99 |
CRM | 1,807,149 | 262 | 15 | 1,807,427 | 332 | 544,405.72 |
IBRX | 1,608,829 | 0 | 1 | 1,608,830 | 0 | n/a |
KOS | 1,443,767 | 0 | 16 | 1,443,783 | 0 | n/a |
LAB | 865,877 | 315,845 | 130,022 | 1,311,744 | 532 | 246,568.42 |
AMGN | 1,244,580 | 169 | 292 | 1,245,041 | 193 | 645,098.96 |
HD | 1,106,085 | 163 | 412 | 1,106,660 | 249 | 444,441.77 |
MMM | 1,098,328 | 70 | 38 | 1,098,436 | 43 | 2,554,502.33 |
FTRE | 1,035,941 | 0 | 66 | 1,036,007 | 0 | n/a |
Data for 2024-09-24 to 2024-09-30 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.