Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SH290,926,222799,2811,706291,727,209310,734 93,883.26
USO285,501,978909,90437,319286,449,2002,024,369 14,150.05
IAU246,524,1322,482,71036,692249,043,5351,177,287 21,154.02
DWT174,461,841857,3893,875175,323,104323,317 54,226.38
PSQ147,967,159362,043497148,329,69981,035 183,043.99
EEM75,590,0133,999,838110,86679,700,7175,581,226 1,428.01
UWT63,576,056665,8748,85564,250,785199,808 32,156.26
GLDM62,515,646399,338062,914,98462,246 101,074.74
SPXS45,644,332844,40837,05046,525,791258,198 18,019.42
VXX35,896,9182,476,383133,86838,507,1692,990,992 1,287.44
XLF35,130,9471,322,44681,21336,534,6076,385,263 572.17
SPTI33,173,27855,5422033,228,8406,970 476,740.89
BNO32,682,083122,18528132,804,54870,544 46,502.25
GBUG30,293,3678,200030,301,5671,033 2,933,355.95
SDS28,505,7871,369,77321,18429,896,744374,630 7,980.34
SPY25,070,0143,700,750197,49828,968,2612,225,241 1,301.80
SLV25,054,708984,98516,11326,055,8051,092,153 2,385.73
UCO24,852,079276,31686625,129,26185,269 29,470.57
SPHQ24,389,2706,6666,72524,402,66013,059 186,864.69
SQQQ23,687,275672,95825,92424,386,156609,855 3,998.68
GOVT23,643,485305,8185123,949,355180,103 13,297.59
CVEO22,726,5489,84650022,736,8945,342 425,625.12
TBF19,822,893407,6333720,230,56342,022 48,142.79
QQQ17,983,4842,101,38629,44320,114,3141,115,559 1,803.07
BAC18,377,016705,391274,67019,357,0785,596,636 345.87

Data for 2019-10-08 to 2019-10-14 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.