Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
IAU154,125,474768,12635,007154,928,60667,627 229,092.83
SQQQ144,354,9141,395,64638,637145,789,196165,485 88,098.13
QID101,900,702244,57239,347102,184,62123,290 438,748.91
FENY78,480,24911,71513278,492,0962,854 2,750,248.63
PTLC68,204,59130,1351,61868,236,3445,480 1,245,188.76
DWT66,666,787164,5043,32966,834,62081,943 81,562.33
SPTI66,639,280120,660066,759,94111,079 602,580.93
GLDM64,439,946415,78523,05464,878,7856,632 978,268.77
EWG52,370,952134,6882,28952,507,92994,091 55,805.47
PGX46,053,7551,196,4539,80547,260,01380,821 58,474.92
USO44,433,180186,0738,92044,628,173206,417 21,620.40
PSQ42,494,56731,1484,37042,530,0859,059 469,478.81
EEM39,227,6311,551,105124,94040,903,6761,738,375 2,352.98
GOVT31,792,254811,4039,64132,613,29835,786 91,134.24
DXD32,275,18426,00555732,301,7461,442 2,240,065.60
SPYG32,188,0926,8533732,194,9827,355 437,729.19
TIP27,544,735202,45051727,747,70240,114 69,172.11
SPXS27,036,530312,78957,62327,406,94263,693 43,029.76
SPHQ26,244,6088,70419826,253,5105,741 457,298.55
PEY24,683,94523,10027824,707,3231,464 1,687,658.67
DGRO23,386,34721,27713723,407,7615,756 406,667.15
FREL22,349,51324,636222,374,1523,121 716,890.48
EWL21,665,033397,8704,18322,067,08661,350 35,969.17
DOG19,708,79725,8311019,734,638521 3,787,838.39
EUFN18,791,60315,8731,47618,808,95217,559 107,118.58

Data for 2020-01-10 to 2020-01-16 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.