Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
UNG 113,409,6808,481,63683,160121,974,4761,794,185 6,798.32
UGAZ 25,722,2041,254,04088,84027,065,084374,300 7,230.85
XLF 20,546,8851,299,50777,31121,923,7035,689,320 385.35
BAC 16,078,3291,561,66742,63417,682,6304,344,494 407.01
EEM 13,296,4071,628,255115,95115,040,6135,323,137 282.55
BNO 14,694,734158,832014,853,56621,345 69,588.03
BOIL 13,595,186514,7871,06014,111,03329,358 48,065.38
VXX 12,394,8451,106,36617,26713,518,4781,562,945 864.94
UVXY 11,436,968924,19910,60512,371,7721,523,070 812.29
USO 7,200,9893,597,6336,74110,805,3631,271,880 849.56
DPW 8,603,5591,399,993383,26610,386,818736,361 1,410.56
GE 8,899,9081,114,86933,40610,048,1833,353,240 299.66
SPY 7,560,0731,691,955104,1619,356,1891,756,191 532.75
GDX 8,058,957539,25620,7598,618,9722,546,607 338.45
PBR 7,242,668501,29661,0437,805,0071,164,849 670.04
VALE 6,871,176715,81011,3917,598,3771,415,698 536.72
QQQ 6,244,596673,88416,1066,934,586945,916 733.11
T 5,808,913748,83416,9816,574,7291,695,598 387.75
SWN 5,658,514573,8985,3816,237,7931,805,856 345.42
AMD 5,350,543695,86413,1366,059,5441,674,002 361.98
VRX 5,105,783856,02919,5795,981,391842,359 710.08
SIRI 5,305,915417,9189,3415,733,1742,222,358 257.98
SNAP 3,565,1092,130,9368,7045,704,749806,491 707.35
MU 4,728,165913,50019,0835,660,7481,083,141 522.62
TZA 5,493,839133,9203005,628,0601,031,070 545.85

Data for 2017-12-06 to 2017-12-12 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.