Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
WBA | 59,397,524 | 1,756 | 17 | 59,399,297 | 803 | 7,397,172.73 |
INTC | 55,581,742 | 14,004 | 553 | 55,596,299 | 460 | 12,086,151.96 |
DOW | 11,247,804 | 1,942 | 622 | 11,250,368 | 1,106 | 1,017,212.30 |
KO | 9,645,971 | 1,177 | 41 | 9,647,189 | 924 | 1,044,068.07 |
MRK | 8,908,952 | 2,133 | 40 | 8,911,126 | 369 | 2,414,939.30 |
DIS | 8,183,396 | 29,274 | 0 | 8,212,670 | 42,258 | 19,434.59 |
BA | 5,506,419 | 2,335 | 104 | 5,508,857 | 830 | 663,717.71 |
CVX | 3,789,429 | 352 | 93 | 3,789,875 | 135 | 2,807,314.81 |
NKE | 3,457,493 | 7,307 | 153 | 3,464,954 | 121,712 | 2,846.85 |
PG | 2,885,137 | 105 | 48 | 2,885,291 | 96 | 3,005,511.46 |
CRM | 2,457,030 | 545 | 13 | 2,457,588 | 56 | 4,388,550.00 |
WMT | 2,223,079 | 177 | 420 | 2,223,676 | 0 | n/a |
KVUE | 2,034,788 | 0 | 20 | 2,034,808 | 20 | 10,174,040.00 |
CCCS | 1,900,493 | 2 | 3 | 1,900,497 | 35 | 5,429,991.43 |
AAPL | 1,633,077 | 49,050 | 15,417 | 1,697,544 | 40,024 | 4,241.32 |
QQQ | 1,662,766 | 7,602 | 157 | 1,670,524 | 514,506 | 324.69 |
SPY | 1,616,381 | 13,055 | 4,050 | 1,633,486 | 340,607 | 479.58 |
T | 1,590,715 | 2,411 | 226 | 1,593,352 | 2,070 | 76,973.53 |
MMM | 1,467,957 | 29 | 0 | 1,467,986 | 34 | 4,317,605.88 |
JPM | 1,447,405 | 9,591 | 840 | 1,457,836 | 120,609 | 1,208.73 |
JNJ | 1,431,551 | 175 | 0 | 1,431,726 | 93 | 1,539,490.32 |
TSLA | 1,197,979 | 48,465 | 110,462 | 1,356,906 | 38,108 | 3,560.69 |
HD | 1,346,056 | 223 | 0 | 1,346,280 | 144 | 934,916.67 |
CHX | 1,207,830 | 0 | 0 | 1,207,830 | 0 | n/a |
AGNC | 1,190,703 | 221 | 390 | 1,191,315 | 473 | 251,863.64 |
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.