Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 12,888,4904,607,92590,98417,587,3994,321,951 406.93
VXX 10,561,5444,418,10782,14015,061,7922,471,789 609.35
UVXY 8,620,8792,976,74567,27511,664,8992,449,806 476.16
QQQ 6,450,9032,851,92058,6719,361,4943,030,463 308.91
FOX 1,858,6475,891,1258,0647,757,836634,940 1,221.82
XLF 1,680,1613,556,12926,7675,263,0573,909,231 134.63
VOO 961,8003,698,8621,8764,662,538208,688 2,234.21
NVCN 665,9312,671,6671,180,8824,518,4798,909,500 50.72
AMD 2,727,3771,650,93681,6824,459,9955,223,723 85.38
USO 3,322,768978,58213,7624,315,112993,404 434.38
FOXA 1,259,7442,405,76436,0703,701,5781,763,842 209.86
UCO 2,652,0351,021,87110,3373,684,244333,654 1,104.21
SVXY 3,047,981567,95925,7823,641,7221,048,151 347.44
IWM 2,221,3151,171,45023,0703,415,8352,084,868 163.84
EEM 1,909,1881,452,96551,3023,413,4554,122,804 82.79
VIXY 2,897,151280,6842,9003,180,735138,590 2,295.07
CMCSA 1,364,7221,534,32538,7502,937,7982,283,604 128.65
INTC 1,516,0221,328,62250,1822,894,8261,878,930 154.07
UWT 2,392,751472,12414,6372,879,511430,993 668.11
KTOS 1,719,9561,128,3883,3692,851,71368,686 4,151.81
MU 1,794,744896,670138,2492,829,6642,752,407 102.81
TVIX 2,210,067567,01522,5952,799,6771,281,764 218.42
HMNY 783,2421,403,276435,3492,621,8672,914,411 89.96
IQ 1,175,8161,242,257125,2422,543,3144,861,087 52.32
ORCL 1,620,407824,47940,8552,485,7421,718,920 144.61

Data for 2018-06-18 to 2018-06-22 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.