Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
UNG 96,151,4884,439,3684,767100,595,623903,793 11,130.38
BAC 11,354,2811,934,512147,85613,436,6495,196,487 258.57
USO 8,494,9252,870,2424,06911,369,236878,602 1,294.01
GE 8,706,3491,636,30466,14410,408,7973,512,694 296.32
T 9,035,7811,151,71255,69510,243,1892,444,166 419.09
EEM 8,842,2051,070,447144,39510,057,0473,887,338 258.71
XLF 9,163,393722,67741,8659,927,9364,271,456 232.43
TRXC 6,604,0842,071,727138,8928,814,7031,208,765 729.23
VXX 7,631,829851,39625,0938,508,3181,028,458 827.29
GDX 7,998,583437,05815,6208,451,2612,402,115 351.83
VALE 6,963,225991,67434,7837,989,6812,250,756 354.98
UVXY 7,320,991469,7468,8887,799,625833,204 936.10
AMD 6,467,8791,272,64214,3467,754,8661,899,864 408.18
UGAZ 6,984,824364,08771,9247,420,835208,540 3,558.47
F 6,466,998840,11399,3537,406,4632,549,143 290.55
MU 5,640,8891,383,82634,0327,058,7471,754,771 402.26
RAD 6,084,667654,928301,0347,040,6291,577,249 446.39
WLL 5,698,127400,36623,3446,121,8381,086,450 563.47
FCX 5,487,772467,89433,0455,988,7111,185,730 505.07
CX 4,879,168490,851150,7485,520,7671,331,632 414.59
INFI 4,743,099703,81248,9625,495,873310,753 1,768.57
SNAP 3,977,1771,359,34377,9385,414,458816,065 663.48
CMCSA 4,485,813587,99431,6495,105,4562,560,987 199.36
KR 4,565,871437,93131,5775,035,3791,243,424 404.96
NEOT 3,827,904998,05025,3304,851,284458,215 1,058.74

Data for 2017-10-11 to 2017-10-17 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.