Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SH535,744,451838,6364,410536,587,497167,604 320,151.96
DWT352,478,6983,929,09081,968356,489,755324,943 109,708.40
PSQ339,807,855275,3303,460340,086,64543,779 776,825.98
USO315,380,394914,1887,933316,302,515441,394 71,659.90
IAU262,927,8831,001,3462,792263,932,021313,431 84,207.38
UWT81,593,0451,144,67833,99082,771,713180,909 45,753.23
SPXS80,755,6061,416,74855,56182,227,915295,407 27,835.47
BNO81,214,673138,80218281,353,65738,589 210,820.85
EEM76,112,8581,273,69969,83477,456,3921,646,187 4,705.20
GLDM75,077,323204,6281,54275,283,49316,174 465,459.95
EWG50,641,927160,1485,86050,807,935143,630 35,374.18
TBF45,149,55498,73728945,248,5799,118 496,255.53
SDS43,074,2821,382,16230,96144,487,405160,344 27,744.98
SPHQ43,649,35738,4061,57043,689,33322,046 198,173.51
SPTI41,828,10356,540041,884,6436,869 609,763.33
QID38,882,673317,35423,36639,223,39385,684 45,776.80
SPYV36,167,31618,1082,47236,187,8968,417 429,938.17
SHY33,471,673297,6513,42133,772,74555,742 60,587.61
VXX30,334,7952,386,537298,05433,019,3861,938,273 1,703.55
GOVT30,754,3401,373,9347,57132,135,845136,904 23,473.27
SPY26,965,8973,464,5371,435,25331,865,6871,633,036 1,951.32
PTLC30,616,30591,2691,66230,709,23715,262 201,213.71
UCO30,241,754341,7882,50430,586,04691,768 33,329.75
DBO30,102,87453,09435630,156,32426,381 114,310.77
EWU29,457,33457,3484,24029,518,92371,501 41,284.63

Data for 2019-10-08 to 2019-10-14 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.