Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SH421,006,255599,11023,944421,629,309232,910 181,026.71
SPXS392,962,446656,993366,846393,986,285623,698 63,169.40
SQQQ266,266,1493,890,972384,752270,541,8731,207,899 22,397.72
PSQ224,290,964253,0662,134224,546,164218,506 102,764.30
SPLG186,753,331360,5426,042187,119,915122,068 153,291.54
SPXU159,631,9851,590,283334,354161,556,622708,545 22,801.18
SDS130,679,188858,212212,501131,749,900203,934 64,604.19
QID104,727,720790,489167,296105,685,505369,777 28,580.88
EEM87,330,8841,204,08464,30688,599,2741,582,840 5,597.49
GOVT78,722,254281,7254,91879,008,89644,001 179,561.59
EWG68,117,398426,0185,68968,549,105194,353 35,270.41
FENY56,887,45126,5258056,914,05634,272 166,065.76
SPHQ53,302,87638,8552,35253,344,08332,177 165,783.27
EWU47,202,086429,6843,85947,635,629143,215 33,261.62
IEI41,162,008135,63416,58041,314,22220,762 198,989.61
VGIT40,916,071107,16258941,023,82212,523 327,587.81
EFA37,610,6011,059,30228,36538,698,2681,169,390 3,309.27
UPRO33,326,124827,80722,34334,176,274152,811 22,365.06
DGRO32,697,551189,0993,06232,889,71146,916 70,103.40
PGX31,105,941129,3911,26531,236,59724,520 127,392.32
SPTI30,813,240111,14917,02930,941,41823,041 134,288.52
BNO29,194,16719,10987629,214,15258,916 49,586.11
SHY26,092,079155,631130,78526,378,49555,207 47,781.07
VCSH23,660,9282,298,4215,56525,964,91475,057 34,593.59
VTIP25,284,058353,41054825,638,0168,523 300,809.76

Data for 2020-05-22 to 2020-05-29 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.