Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
DWT 146,336,610634,2981,700146,972,60992,558 158,789.74
USO 117,453,7851,365,1446,797118,825,7271,561,704 7,608.72
SQQQ 114,402,363983,25510,459115,396,077449,479 25,673.30
EEM 73,310,4583,356,09667,66076,734,2143,682,829 2,083.57
IAU 69,191,535654,4598,78069,854,774445,136 15,692.91
SH 69,306,887131,1554569,438,086104,660 66,346.35
XLF 52,791,0631,529,3368,40954,328,8095,884,322 923.28
BAC 29,154,8681,456,00727,07830,637,9537,271,323 421.35
PBR 24,413,5781,054,84515,29925,483,7221,622,023 1,571.11
EFA 23,951,720733,37440,88324,725,9771,362,619 1,814.59
PSQ 23,076,38563,3072,79223,142,48435,666 64,886.68
GDX 22,425,525686,31210,49623,122,3332,833,278 816.10
EWZ 21,000,790444,8808,40321,454,0731,542,803 1,390.59
GLDM 21,283,89931,025021,314,92446,914 45,434.04
VTL 17,934,2692,907,122109,04120,950,4322,206,281 949.58
SCO 20,188,387139,9654,60020,332,95344,272 45,927.34
TZA 19,187,569160,0424,17219,351,783268,505 7,207.23
XOP 18,346,194245,5275,80918,597,5301,520,284 1,223.29
SDOW 17,217,67894,7463,40217,315,82670,673 24,501.33
VXXB 15,898,681618,47658,61216,575,7691,451,002 1,142.37
VALE 15,517,572454,7087,05015,979,3301,148,700 1,391.08
FXI 15,332,677557,73516,81215,907,2241,447,679 1,098.81
UWT 14,938,889748,0019,90215,696,792196,296 7,996.49
UCO 15,277,726169,4063,38815,450,51953,330 28,971.53
SPY 12,713,1622,319,91582,30815,115,3851,533,282 985.82

Data for 2019-04-12 to 2019-04-18 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.