Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SH382,092,228735,514169382,827,91067,641 565,970.21
USO327,910,882893,77014,414328,819,067362,005 90,832.74
IAU310,376,7212,429,44211,803312,817,966286,655 109,126.99
PSQ191,200,14579,6202,437191,282,20122,768 840,136.16
DWT179,414,3632,645,12145,604182,105,088342,013 53,245.08
BNO157,955,480131,434906158,087,82018,167 870,192.22
RJI128,340,74121,1800128,361,921540 23,770,726.11
GLDM96,122,072217,54870,74496,410,36429,531 326,471.72
SHY63,470,194898,17257,62064,425,98662,836 102,530.37
EEM55,238,0711,533,899150,81856,922,7881,888,300 3,014.50
SPXS55,802,736734,772109,99056,647,49774,558 75,977.76
TBF53,107,595301,60718153,409,38339,079 136,670.29
UWT42,891,067696,62024,33843,612,025116,697 37,372.02
BKLN42,451,562518,1532,74642,972,460143,341 29,979.18
GOVT37,833,4782,027,0051339,860,49796,932 41,122.12
VGSH38,001,183213,10533738,214,6258,852 431,706.11
SLV37,292,403318,347174,36737,785,117254,378 14,853.92
DBO34,504,91140,73282234,546,4656,904 500,383.33
EWC34,296,9229,81090234,307,63544,366 77,328.66
EWG33,868,14381,1342,93233,952,209116,023 29,263.34
DGRO33,729,70435,9874,68133,770,3736,774 498,529.27
BNDX29,462,376362,71276529,825,85425,468 117,111.10
SDS26,800,028511,94258,05827,370,02854,996 49,767.31
PTLC26,399,61147,30092026,447,8313,573 740,213.57
SPHQ26,106,96110,9702,69226,120,6244,503 580,071.60

Data for 2019-08-15 to 2019-08-21 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.