Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
WBA | 45,229,656 | 217 | 3 | 45,229,875 | 1 | 4,522,987,500.00 |
INTC | 33,892,475 | 7,259 | 8,775 | 33,908,509 | 183 | 18,529,239.89 |
BA | 11,085,966 | 1,760 | 0 | 11,087,726 | 1,307 | 848,334.05 |
DOW | 9,932,514 | 1,371 | 313 | 9,934,198 | 867 | 1,145,812.92 |
MRK | 9,642,754 | 856 | 0 | 9,643,610 | 264 | 3,652,882.58 |
AAPL | 9,041,757 | 14,949 | 24,477 | 9,081,182 | 33,577 | 27,045.84 |
KO | 8,213,238 | 568 | 103 | 8,213,909 | 508 | 1,616,911.22 |
DIS | 8,149,930 | 30,259 | 489 | 8,180,678 | 37,559 | 21,780.87 |
NKE | 5,992,261 | 33,890 | 215 | 6,026,365 | 131,315 | 4,589.24 |
CVX | 4,151,462 | 282 | 300 | 4,152,044 | 911 | 455,767.73 |
V | 3,929,007 | 33,442 | 60 | 3,962,509 | 81,869 | 4,840.06 |
ETSY | 3,633,505 | 1,623 | 26 | 3,635,155 | 324 | 1,121,961.42 |
PG | 3,449,475 | 24 | 0 | 3,449,499 | 60 | 5,749,165.00 |
JNJ | 2,833,104 | 56 | 1 | 2,833,161 | 160 | 1,770,725.62 |
CRM | 2,439,441 | 608 | 1,548 | 2,441,597 | 191 | 1,278,323.04 |
AMGN | 1,707,713 | 30 | 86 | 1,707,830 | 6 | 28,463,833.33 |
QQQ | 1,671,281 | 5,816 | 1,100 | 1,678,196 | 523,785 | 320.40 |
SPY | 1,443,591 | 8,860 | 664 | 1,453,115 | 316,520 | 459.09 |
MMM | 1,204,374 | 1,115 | 0 | 1,205,489 | 224 | 538,164.73 |
HD | 1,077,741 | 235 | 0 | 1,077,976 | 268 | 402,229.85 |
IBRX | 911,765 | 0 | 0 | 911,765 | 0 | n/a |
CAT | 906,732 | 171 | 566 | 907,468 | 112 | 810,239.29 |
GRDN | 902,600 | 50 | 50 | 902,700 | 0 | n/a |
JPM | 863,997 | 15,940 | 4,203 | 884,140 | 109,976 | 803.94 |
T | 790,542 | 2,336 | 431 | 793,310 | 4,040 | 19,636.39 |
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.