Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
DWT376,732,5652,496,4544,043379,233,062200,293 189,339.15
IAU243,902,620920,4619,391244,832,47294,296 259,642.48
USO215,022,858405,86422,299215,451,021268,154 80,346.00
PSQ184,258,72446,952720184,306,39611,193 1,646,621.96
SH169,999,0521,138,536175171,137,76363,716 268,594.64
VEA91,157,509146,0371,03791,304,583101,791 89,698.09
BNO78,328,98814,780078,343,7685,030 1,557,530.18
GLDM77,461,423159,58336177,621,3674,745 1,635,856.00
SPTI73,718,404219,703073,938,10711,589 638,002.48
SQQQ52,462,706451,89018,79952,933,396157,919 33,519.33
EEM49,146,629937,727215,15250,299,5081,809,539 2,779.69
SPXS49,325,988457,56036,81749,820,36479,835 62,404.16
QID49,484,705202,00722,65449,709,36624,136 205,955.28
EWA49,341,097315,581049,656,678144,945 34,258.98
UWT43,981,769610,40313,38244,605,55585,615 52,100.16
EWG40,236,034340,5611,42440,578,01935,940 112,904.89
PTLC34,560,59240,4485,03234,606,0735,901 586,444.21
GBUG34,144,4060034,144,4060 n/a
IEI32,880,46788,9944,59432,974,05531,603 104,338.37
DBO31,721,18087,01448631,808,68019,609 162,214.70
GOVT27,886,214145,59677528,032,585151,146 18,546.69
FENY25,845,88210,00013325,856,0141,143 2,262,118.46
EWU25,491,12929,0845,03825,525,25234,535 73,911.26
TBF24,994,135231,83234725,226,3145,449 462,953.09
RJI25,067,140022025,067,3600 n/a

Data for 2019-11-11 to 2019-11-15 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.