Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
USO 145,092,9492,470,8935,807147,569,6492,198,670 6,711.77
EEM 93,571,5025,727,81168,27599,367,5896,293,460 1,578.90
IAU 88,975,7582,183,4853,14891,162,391520,498 17,514.46
GLDM 81,085,421609,872081,695,29335,143 232,465.34
DWT 49,310,3351,024,81018,66950,353,815227,594 22,124.40
SQQQ 35,352,485650,40028,16936,031,0541,244,615 2,894.96
UWT 31,685,435928,59641,94532,655,977340,803 9,582.07
EFA 31,201,082909,46140,71832,151,2621,969,010 1,632.86
SH 30,269,944188,8591,36030,460,163196,788 15,478.67
SPY 19,552,5904,669,729145,13224,367,4502,577,783 945.29
UCO 23,241,925231,9474,95523,478,82872,324 32,463.40
GE 21,092,4941,286,02528,35822,406,8773,991,794 561.32
AMD 20,529,305972,08157,07621,558,4611,997,258 1,079.40
VALE 19,726,975958,5566,09120,691,6212,187,270 946.00
PSQ 20,517,83432,3376,02120,556,19248,614 42,284.51
ECA 18,430,2341,247,09911,21719,688,5514,123,578 477.46
BAC 17,069,513978,83518,86918,067,2175,096,950 354.47
SDOW 17,680,410160,1888,46617,849,064171,954 10,380.14
PBR 16,418,519439,7772,69016,860,9861,089,359 1,547.79
BBD 16,087,107446,5971,70016,535,403895,605 1,846.28
GDX 15,897,779564,02812,88416,474,6911,723,216 956.04
XLF 15,040,5771,222,52516,85916,279,9624,713,989 345.35
ABEV 14,074,7811,083,4801,16015,159,4211,935,268 783.32
SCO 14,217,094237,65089014,455,63440,712 35,507.06
XOP 14,060,933325,6735,30214,391,9081,732,893 830.51

Data for 2019-02-11 to 2019-02-15 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.