Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
IAU345,706,2191,715,32928,060347,449,608800,727 43,391.77
USO302,905,5083,480,04262,178306,447,7281,780,930 17,207.17
GLDM169,280,252231,5050169,511,75728,562 593,487.00
SH126,937,440363,012344127,300,795118,198 107,701.31
EEM116,523,6605,380,149154,990122,058,7996,332,426 1,927.52
DWT78,916,6511,099,17510,55780,026,383243,245 32,899.50
SLV51,868,755967,5617,97452,844,2901,050,230 5,031.69
PSQ52,732,16554,27663952,787,08054,594 96,690.26
XLF49,235,554907,302132,75350,275,6085,809,459 865.41
GDX37,523,2621,325,502131,44238,980,2074,875,493 799.51
UWT36,876,370461,5519,89937,347,819196,022 19,052.87
BNO34,593,16818,891434,612,06312,047 287,308.57
EFA33,245,5311,099,58056,74934,401,8612,178,935 1,578.84
UCO31,407,821452,06063631,860,517101,981 31,241.62
TZA26,812,905110,47242826,923,805259,073 10,392.36
VALE24,904,702860,99577,19925,842,8961,808,476 1,428.99
BAC23,583,335852,254270,09524,705,6844,792,897 515.46
UUP22,931,803116,564323,048,37066,924 34,439.62
VXX21,763,1771,231,36753,25123,047,7951,799,996 1,280.44
DGRO22,475,39596,16729422,571,85631,179 72,394.42
FXI21,117,132551,845164,72221,833,7001,956,266 1,116.09
AMD19,531,233665,31274,24020,270,7861,352,924 1,498.29
PBR19,484,588533,18920,28420,038,0611,058,945 1,892.27
XOP19,162,640325,82765,02819,553,4952,042,519 957.32
SPXS18,294,141336,88319,36618,650,390156,346 11,928.92

Data for 2019-06-18 to 2019-06-24 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.