Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| WBA | 99,642,541 | 4,380 | 0 | 99,646,921 | 380 | 26,222,873.95 |
| INTC | 70,951,080 | 1,379 | 40 | 70,952,500 | 262 | 27,081,106.87 |
| VZ | 5,266,495 | 325 | 5,986 | 5,272,806 | 159 | 3,316,230.19 |
| WMT | 4,246,522 | 0 | 0 | 4,246,522 | 87 | 4,881,059.77 |
| KO | 4,234,978 | 66 | 63 | 4,235,107 | 148 | 2,861,558.78 |
| BA | 2,786,912 | 0 | 0 | 2,786,912 | 0 | n/a |
| T | 2,137,275 | 154 | 0 | 2,137,429 | 987 | 216,558.16 |
| DOW | 1,909,601 | 105 | 1 | 1,909,707 | 64 | 2,983,917.19 |
| KVUE | 1,891,471 | 170 | 0 | 1,891,641 | 40 | 4,729,102.50 |
| CRM | 1,711,912 | 18 | 0 | 1,711,930 | 116 | 1,475,801.72 |
| MRK | 1,640,229 | 0 | 0 | 1,640,229 | 0 | n/a |
| PARA | 1,433,422 | 13 | 150 | 1,433,586 | 0 | n/a |
| DIS | 1,127,477 | 6,371 | 2 | 1,133,850 | 8,594 | 13,193.51 |
| HAL | 1,052,669 | 0 | 0 | 1,052,669 | 0 | n/a |
| HD | 976,386 | 175 | 0 | 976,561 | 2 | 48,828,050.00 |
| MMM | 801,379 | 0 | 0 | 801,379 | 0 | n/a |
| NKE | 781,815 | 6,453 | 598 | 788,867 | 994,861 | 79.29 |
| QQQ | 739,345 | 6,607 | 253 | 746,205 | 870,046 | 85.77 |
| VICI | 740,773 | 60 | 0 | 740,833 | 60 | 1,234,721.67 |
| PG | 738,896 | 0 | 0 | 738,896 | 3 | 24,629,866.67 |
| SPY | 728,533 | 8,282 | 1,690 | 738,505 | 595,779 | 123.96 |
| MCD | 677,270 | 40 | 189 | 677,499 | 1 | 67,749,900.00 |
| V | 615,312 | 17,440 | 0 | 632,752 | 1,031,350 | 61.35 |
| JPM | 587,134 | 27,030 | 160 | 614,324 | 979,418 | 62.72 |
| AXP | 548,703 | 0 | 0 | 548,703 | 0 | n/a |
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.