Cboe BZX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 13,195,9346,460,032534,62520,190,5916,259,957 322.54
VXXB 7,103,2551,750,402154,7419,008,3982,775,390 324.58
QQQ 3,478,9391,380,782148,4475,008,1683,054,809 163.94
UWT 3,004,7811,450,74231,6534,487,176701,367 639.78
EWUS 3,948,16064003,948,800371 1,064,366.58
UVXY 3,380,350396,3548,8763,785,580384,728 983.96
SVXY 3,188,400415,5252,4433,606,368318,277 1,133.09
MU 1,805,7481,634,10348,4413,488,2922,843,200 122.69
CSCO 1,522,4201,861,93064,9853,449,3351,914,713 180.15
UCO 2,498,770811,1162,3633,312,249287,306 1,152.86
ATVI 1,517,5311,705,48863,5773,286,5962,698,103 121.81
USO 2,262,614880,3898733,143,876850,669 369.58
DWT 2,495,440579,97613,9353,089,351317,552 972.86
IWM 1,600,4291,312,787121,0563,034,2722,958,899 102.55
AMD 1,476,8401,148,29951,3232,676,4622,679,622 99.88
SPXU 2,150,729414,5656,2292,571,523412,443 623.49
IVV 1,923,620414,80890,1792,428,607402,280 603.71
KO 512,7991,846,36532,3772,391,5411,320,157 181.16
EEM 1,161,4051,104,20890,5992,356,2124,045,164 58.25
UPRO 2,008,132275,10724,6012,307,841281,660 819.37
SCO 1,469,925654,6951,0642,125,684188,789 1,125.96
GE 964,3561,004,65246,0652,015,0733,034,805 66.40
NH 1,958,058398441,958,5002,323 84,309.08
TQQQ 1,401,926472,12423,5571,897,608846,457 224.18
SPXL 1,395,097363,67730,0811,788,856319,955 559.10

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.