Cboe BZX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 9,932,9883,163,327302,97213,399,2874,188,106 319.94
VXXB 5,792,6231,315,637132,3677,240,6272,657,243 272.49
QCOM 2,209,8202,818,050152,0775,179,9463,784,114 136.89
PINS 1,354,4023,364,252420,3295,138,9832,923,895 175.76
UVXY 3,051,389587,88826,4503,665,727628,698 583.07
QQQ 2,154,1051,187,028162,6003,503,7322,355,501 148.75
SVXY 3,045,728427,9851,0213,474,734558,310 622.37
APC 997,8962,133,465255,8883,387,2492,890,754 117.18
MRVL 888,5621,752,24414,9032,655,7081,404,934 189.03
BAC 1,431,1611,117,321102,5432,651,0254,043,999 65.55
UWT 1,954,173634,3051,4032,589,880286,632 903.56
DIS 737,9841,691,95188,1692,518,1051,854,276 135.80
IWM 1,173,6401,046,76498,2502,318,6541,740,579 133.21
TVIX 1,215,594995,03530,4402,241,069711,287 315.07
VIXY 1,880,425223,7362,5312,106,69293,677 2,248.89
INTC 954,2691,055,48038,6692,048,4191,719,507 119.13
AMD 1,318,570661,57623,1412,003,2872,599,458 77.07
GEX 1,985,46414001,985,60420 9,928,020.00
YINN 342,6771,625,6894,0401,972,407444,920 443.32
CZR 849,2911,084,02713,3171,946,6351,338,305 145.46
UCO 1,383,827526,5241,2331,911,583172,756 1,106.52
AAPL 926,802828,20935,8171,790,8271,794,677 99.79
PDD 1,076,772606,6277,2931,690,691263,218 642.32
TQQQ 1,109,805439,16015,5901,564,554843,679 185.44
EWZ 942,036587,92123,2721,553,2302,069,690 75.05

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.