Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
USO 26,964,2061,705,8925,84028,675,9382,796,806 1,025.31
EEM 26,405,3842,042,92787,56828,535,8797,252,833 393.44
UVXY 23,488,7641,609,64786,64325,185,0551,979,204 1,272.48
XLF 21,619,0321,424,66036,03323,079,7256,540,973 352.85
AMD 18,996,5193,305,69744,61522,346,8324,979,007 448.82
IAU 19,882,9961,148,14562021,031,761854,316 2,461.82
BAC 19,388,7991,025,88817,32320,432,0094,524,269 451.61
VXX 17,999,0261,749,22560,36919,808,6191,461,029 1,355.80
PBR 14,007,861712,99110,94114,731,7931,876,992 784.86
TZA 13,089,888150,4577,23013,247,576681,276 1,944.52
SVXY 12,298,506492,49410,67312,801,6731,459,731 876.99
EWZ 11,629,824451,6237,59912,089,0461,426,433 847.50
VALE 11,285,170415,4223,18311,703,7751,581,638 739.98
T 10,288,7181,341,67021,65211,652,0393,812,935 305.59
GE 9,812,4231,190,47615,11911,018,0195,127,208 214.89
HMNY 9,366,9771,026,09675,52810,468,601680,123 1,539.22
NVCN 8,631,4221,150,84153,7979,836,059403,978 2,434.80
EFA 9,057,766550,79033,4849,642,0392,826,911 341.08
CHK 7,398,1851,025,3147,4748,430,9732,775,901 303.72
F 7,458,601429,8064,0077,892,4142,480,423 318.19
GDX 7,411,792270,96437,7637,720,5192,408,091 320.61
QQQ 6,967,252461,62960,5747,489,454731,610 1,023.69
MU 6,438,083841,43140,2987,319,811616,688 1,186.96
BBD 6,512,485490,9402607,003,6861,978,070 354.07
IQ 6,074,004649,94369,1546,793,102618,572 1,098.19

Data for 2018-06-18 to 2018-06-22 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.