Market Making
Liquidity Provision & Microstructure Analytics
Daily P&L
+$664K
All strategies combined
Active Strategies
4
of 4 total
Avg Hit Rate
74%
Across all strategies
Instruments
6
Actively quoted
Instrument Monitor
| Symbol | Venue | Spread | Imbalance | Risk | P&L |
|---|---|---|---|---|---|
| SPY | $0.01+0.003 | 1.4:1 ↓ | CAUTION | +$128K | |
| QQQ | $0.02+0.008 | 1.8:1 ↓ | WARNING | -$42K | |
| IWM | $0.03+0.012 | 2.1:1 ↓ | WARNING | -$18K | |
| EEM | $0.02+0.005 | 1.6:1 ↓ | CAUTION | +$67K | |
| TLT | $0.02-0.001 | 1.9:1 ↑ | STABLE | +$215K | |
| GLD | $0.03+0.002 | 2.3:1 ↑ | STABLE | +$183K |
Intraday Spread History
Volume Profile — SPY