Cboe BZX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
APTO17,091,04472,13597517,164,15521,069 81,466.40
VXX12,981,1041,937,40077,11114,995,6152,821,190 531.54
SPY9,715,1443,609,327243,55613,568,0274,638,292 292.52
UVXY7,841,8051,086,79317,9068,946,5041,004,382 890.75
CVEO8,013,96860,7696058,075,34223,504 34,357.31
SVXY6,445,116506,2261,4126,952,755289,090 2,405.05
QQQ3,191,3721,779,185152,0165,122,5731,896,989 270.04
VIXY3,878,027503,3114,2534,385,592151,358 2,897.50
IWM1,912,5252,095,74244,9014,053,1681,470,606 275.61
DWT3,168,793637,03811,1633,816,994517,870 737.06
UWT2,998,469677,2697,5973,683,334249,578 1,475.82
UGAZ2,836,662685,65617,0653,539,383562,630 629.08
CEI1,823,0281,593,11059,5173,475,655423,311 821.06
TVIX2,527,261905,32335,4613,468,0451,392,542 249.04
USO2,398,198542,3185,1712,945,687615,609 478.50
SPXU2,637,795298,5331,0472,937,374121,927 2,409.13
TQQQ2,134,422716,67611,9052,863,004806,343 355.06
CRON625,9041,663,01964,1642,353,086509,909 461.47
SQQQ1,644,558461,62613,9532,120,137462,072 458.83
UPRO1,823,500262,7732,4842,088,756127,742 1,635.14
GLD1,490,026563,75322,4682,076,248492,846 421.28
GDX1,443,548484,042137,1892,064,7782,878,804 71.72
AMD1,142,566875,60639,8432,058,0152,274,171 90.50
BAC985,682845,092183,7022,014,4763,877,730 51.95
TLT967,4941,001,10133,5812,002,175603,965 331.51

Data for 2019-10-14 to 2019-10-18 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.