Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
IAU 51,548,0162,019,59532653,567,9371,077,727 4,970.46
HMNY 40,133,391875,223118,51841,127,132358,043 11,486.65
USO 31,706,1592,217,31064033,924,1092,228,934 1,521.99
EEM 30,983,2182,441,27165,70133,490,1907,473,687 448.11
GLDM 32,998,16023,613033,021,7736,327 521,918.33
UVXY 25,399,7481,027,47742,37526,469,6002,570,411 1,029.78
BAC 23,803,6491,139,23910,98624,953,8754,887,175 510.60
AMD 20,315,9802,510,81843,24422,870,0413,528,630 648.13
XLF 21,404,031954,44994,56222,453,0427,659,151 293.15
VXX 19,381,1531,336,899170,74620,888,7992,321,629 899.75
GDX 19,594,070940,50926,44420,561,0235,561,493 369.70
UGLD 17,347,396143,7643,76017,494,91954,360 32,183.44
PSQ 16,770,072138,6052016,908,697131,478 12,860.48
SVXY 14,214,4021,121,7759,84715,346,0241,577,137 973.03
EWZ 14,192,209302,3466,60514,501,1601,204,616 1,203.80
QQQ 13,419,833579,50028,86114,028,193773,654 1,813.24
VALE 13,039,380469,0534,71413,513,1481,798,889 751.19
SLV 11,066,4402,313,5352,71013,382,6851,484,221 901.66
PBR 12,620,553634,4443,49913,258,4951,439,379 921.13
TZA 12,886,619148,3262,04213,036,987743,174 1,754.23
EFA 12,158,327591,16237,87812,787,3672,678,443 477.42
GE 11,421,653937,46814,82712,373,9483,450,814 358.58
SQQQ 11,454,974344,1003,78111,802,8561,064,530 1,108.74
ABEV 9,588,877489,2444,24410,082,3642,564,176 393.20
JCP 8,056,6281,252,05342,6119,351,2922,183,383 428.29

Data for 2018-08-13 to 2018-08-17 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.