Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPXS1,460,108,1621,053,8365,3661,461,167,364422,233 346,057.12
SH1,139,374,6321,166,8945,5461,140,547,071187,645 607,821.72
SPXU1,017,639,5881,804,6447,1321,019,451,364669,938 152,171.00
SDS589,838,4051,066,3029,311590,914,018241,223 244,965.87
SPLG360,178,106618,5872,969360,799,662192,796 187,140.64
DXD245,601,47693,677484245,695,6385,054 4,861,409.54
SPDN147,012,841424,844247147,437,93117,917 822,894.07
SDOW128,692,683309,1186,997129,008,798165,740 77,838.06
SPYG91,285,599208,7628,03391,502,394121,868 75,083.20
DGRO77,462,26770,75823277,533,25743,928 176,500.77
EWC77,134,299114,58088,95677,337,835168,800 45,816.25
GOVT67,829,7771,690,78525,52969,546,091448,963 15,490.38
DOG64,662,756126,2582,67064,791,6843,668 1,766,403.60
SQQQ58,492,8062,018,10751,09960,562,0122,141,032 2,828.64
TWM56,522,85340,45673556,564,044166,523 33,967.71
EEM55,325,5781,132,48339,99256,498,0541,370,112 4,123.61
SGOL52,389,862116,80219552,506,86045,586 115,181.99
SRTY48,889,14254,9971,29848,945,437244,213 20,042.11
IYE45,192,30420,51633645,213,155257,782 17,539.30
FENY43,947,91114,60195643,963,46822,423 196,064.17
SPYV43,539,25689,00591843,629,18087,655 49,773.75
EWA38,032,240202,9474,13738,239,324187,189 20,428.19
VCIT34,202,044614,51821,08534,837,64778,777 44,223.12
OUNZ34,590,50366,4225,04034,661,96411,341 305,634.11
SPHQ31,771,31036,9181,04331,809,27114,088 225,789.83

Data for 2020-10-20 to 2020-10-26 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.