Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
IAU217,015,1641,017,67420,917218,053,755261,425 83,409.68
PSQ181,195,463214,94220181,410,42546,774 387,844.58
DWT179,709,111975,596660180,685,368386,737 46,720.48
USO165,971,4781,485,1473,917167,460,5421,358,713 12,324.94
SH90,745,337180,810090,926,148101,503 89,579.76
SPTI83,549,33917,860083,567,1992,012 4,153,439.31
GLDM69,370,521183,628069,554,14923,464 296,429.21
EEM31,703,1822,703,7309,99634,416,9074,366,341 788.23
BNO33,816,10210,358033,826,46015,299 221,102.42
UWT32,847,952423,5313,52033,275,002240,925 13,811.35
SQQQ31,470,709643,34615,09832,129,154547,324 5,870.23
XLF30,838,697792,16910,37031,641,2373,071,242 1,030.24
SCO30,041,537136,0244,33630,181,89888,174 34,229.93
IEI25,811,52315,2801,33325,828,13645,559 56,691.62
SPXS25,076,061378,8448,30525,463,210225,653 11,284.23
GBUG25,152,0810025,152,0810 n/a
SHY23,357,50421,61926023,379,38354,357 43,010.80
QID22,986,759125,6383,24023,115,63651,269 45,086.96
SLV19,515,6691,477,046020,992,715669,802 3,134.17
UCO20,644,714149,7971,61020,796,12280,335 25,886.75
PTLC20,151,69019,0552,09820,172,8436,799 296,703.09
VXX16,975,9581,139,016111,63218,226,6052,711,346 672.23
UUP17,297,48034,666017,332,14611,316 153,164.95
EFA16,241,648832,7907,91417,082,3522,200,785 776.19
VGIT16,299,32840,3949416,339,8166,366 256,673.20

Data for 2019-11-14 to 2019-11-20 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.