Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
INTC | 30,065,336 | 94,444 | 16,197 | 30,175,977 | 44 | 68,581,765.91 |
WBA | 23,574,781 | 20,772 | 10,237 | 23,605,790 | 0 | n/a |
MRK | 6,748,796 | 935 | 227 | 6,749,958 | 595 | 1,134,446.72 |
LQD | 5,529,459 | 0 | 0 | 5,529,459 | 0 | n/a |
BA | 3,850,496 | 746 | 838 | 3,852,079 | 276 | 1,395,680.80 |
CVX | 3,799,116 | 188 | 844 | 3,800,149 | 217 | 1,751,220.74 |
DIS | 3,544,589 | 11,810 | 1,091 | 3,557,490 | 25,532 | 13,933.46 |
DOW | 3,047,862 | 416 | 713 | 3,048,990 | 174 | 1,752,293.10 |
CCCS | 3,037,976 | 126 | 204 | 3,038,307 | 274 | 1,108,871.17 |
PG | 2,724,912 | 61 | 46 | 2,725,019 | 68 | 4,007,380.88 |
T | 2,396,210 | 3,129 | 481 | 2,399,820 | 4,430 | 54,172.01 |
AGNC | 2,317,900 | 81 | 111 | 2,318,092 | 210 | 1,103,853.33 |
NKE | 2,267,983 | 5,385 | 232 | 2,273,600 | 988,708 | 229.96 |
KO | 2,064,646 | 449 | 501 | 2,065,595 | 416 | 496,537.26 |
AAPL | 1,881,574 | 26,381 | 97,865 | 2,005,820 | 21,918 | 9,151.47 |
CRM | 1,677,247 | 439 | 685 | 1,678,371 | 110 | 1,525,791.82 |
BP | 1,579,485 | 926 | 11 | 1,580,422 | 25 | 6,321,688.00 |
F | 889,880 | 309,712 | 56,201 | 1,255,792 | 1,108,641 | 113.27 |
JPM | 1,156,569 | 8,662 | 580 | 1,165,810 | 975,780 | 119.47 |
HD | 1,157,305 | 104 | 277 | 1,157,687 | 23 | 5,033,421.74 |
VALE | 1,099,709 | 299 | 4,050 | 1,104,058 | 0 | n/a |
V | 1,061,797 | 2,573 | 1,646 | 1,066,016 | 995,166 | 107.12 |
CAT | 1,062,575 | 573 | 409 | 1,063,557 | 1,103 | 96,424.03 |
WMT | 1,030,846 | 4,982 | 4,133 | 1,039,961 | 13 | 7,999,700.00 |
MMM | 976,884 | 97 | 974 | 977,956 | 1,215 | 80,490.21 |
Data for 2024-09-12 to 2024-09-18 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.