Cboe BZX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
VXX17,487,1532,989,841101,43120,578,4244,242,314 485.08
UVXY13,081,1742,010,16618,60215,109,9411,163,477 1,298.69
SPY9,178,4425,024,935420,48814,623,8656,062,743 241.21
SVXY6,153,473499,1002,5406,655,112309,039 2,153.49
QQQ3,456,9531,385,15177,0774,919,1811,810,340 271.73
GXTG4,616,94040004,617,34060 7,695,566.67
CHK2,060,8842,262,420176,9414,500,2451,702,579 264.32
TQQQ2,716,7441,009,72247,8493,774,3151,195,725 315.65
UWT2,728,971793,65215,5133,538,136417,947 846.55
DWT2,556,797935,78514,7683,507,350805,490 435.43
DNKN3,483,3423,1349523,487,42724,414 14,284.54
INTC1,785,9011,467,15694,9743,348,0313,452,709 96.97
SQQQ2,511,092402,18715,6102,928,890433,785 675.19
NIO1,523,3051,184,604101,1042,809,0136,108,281 45.99
ONTX974,3861,753,05241,7112,769,149587,127 471.64
NXGN2,240,195520,3776992,761,27126,010 10,616.19
CMCSA1,212,9651,445,00468,5732,726,5411,873,207 145.55
IWM1,294,2321,367,41556,0772,717,7241,479,256 183.72
GLD2,063,224487,21018,4412,568,876442,611 580.39
MSFT1,100,6421,381,19950,8062,532,6471,975,096 128.23
USO1,822,665677,5812,1822,502,429791,062 316.34
BLDP707,9101,690,87918,9172,417,706646,127 374.18
EEM1,358,947940,78166,3852,366,1135,445,315 43.45
TTNP1,165,172961,144171,9452,298,2611,786,419 128.65
TVIX1,822,849401,89268,9252,293,667478,728 479.12

Data for 2020-01-17 to 2020-01-24 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.