Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
USO288,001,6503,217,02252,747291,271,419502,841 57,925.15
SH199,683,915352,87228,433200,065,21941,362 483,693.29
DWT131,985,8591,592,7179,397133,587,972299,783 44,561.56
IAU113,849,303696,870205,758114,751,931293,533 39,093.37
PSQ106,942,16977,25183107,019,50236,894 290,072.92
EWC99,857,254204,9345,485100,067,67348,899 204,641.55
EWA79,751,450515,7003,07980,270,22964,414 124,616.12
SHY60,959,638761,8884,48061,726,00646,932 131,522.22
EEM59,725,7871,226,148181,55661,133,4912,109,154 2,898.48
BNO52,879,457358,99121953,238,66770,607 75,401.40
RJI52,357,59279,340052,436,9323,900 1,344,536.72
GLDM52,241,632117,282052,358,91421,606 242,335.06
PTLC44,933,47744,60334644,978,4272,277 1,975,337.15
DBO42,552,41578,37431942,631,10820,962 203,373.28
DGRO41,124,9329,51111841,134,5615,489 749,399.91
UWT38,709,256672,5866,60739,388,449174,517 22,569.98
IEMG33,192,372640,76627,28933,860,4281,072,224 3,157.96
VGSH31,638,576198,48925,61331,862,67714,344 222,132.44
UCO30,705,521209,16497030,915,65650,690 60,989.65
TZA29,766,606116,98824,39029,907,98462,747 47,664.40
GOVT24,818,6921,011,10814,34625,844,14761,929 41,731.90
SPXS24,681,199230,71835,47524,947,39247,592 52,419.30
SCHO22,571,563189,15783,10122,843,82124,722 92,402.80
SPYG21,854,9438,300721,863,2507,258 301,229.68
VEA21,195,748276,3993,36921,475,517174,416 12,312.81

Data for 2019-06-10 to 2019-06-14 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.