Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
EWC 256,680,286576,5393,261257,260,08789,756 286,621.60
USO 169,534,1403,605,36835,802173,175,3091,137,992 15,217.62
EEM 90,782,4462,472,814250,74193,506,0013,076,508 3,039.36
SHY 73,115,7021,235,17041874,351,290181,255 41,020.27
VGSH 70,968,812639,7531,30871,609,8739,973 718,037.43
DWT 68,044,2781,895,32411,51569,951,117189,837 36,847.99
IAU 62,829,5532,430,0703,62265,263,244420,970 15,503.06
EWA 59,214,002377,41188059,592,29450,902 117,072.60
GLDM 51,050,986276,453051,327,4392,020 2,540,962.33
EWG 49,375,479189,30956849,565,357192,414 25,759.75
EFA 46,165,6831,112,710144,65847,423,0522,013,477 2,355.28
SH 42,263,047256,1096,68842,525,84499,924 42,558.19
VWO 37,216,695535,41246,73037,798,837813,243 4,647.91
UCO 36,861,810453,13640437,315,35061,466 60,708.93
PSQ 34,768,59258,8037,54834,834,94333,921 102,694.33
UWT 33,546,323862,21029,31434,437,847229,291 15,019.28
SCHO 33,743,879188,80836733,933,05411,365 298,575.05
SPY 23,678,8394,201,6611,329,80029,210,3001,670,520 1,748.58
GOVT 24,154,6204,140,74981428,296,18460,631 46,669.50
SDOW 27,028,291200,36558,55227,287,20852,737 51,742.06
EWU 23,172,919141,88119123,314,99188,319 26,398.61
EWJ 21,530,981331,96426,59121,889,536326,900 6,696.10
BNO 17,764,818107,5472,00017,874,3647,338 243,586.32
SCO 16,672,567227,7361,44016,901,74330,797 54,881.13
EWS 16,764,13663,9654316,828,14421,321 78,927.55

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.