Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 5,707,0491,846,866197,6657,751,5813,235,725 239.56
VXX 4,817,9812,300,507105,9817,224,4692,828,866 255.38
UVXY 4,715,1412,327,22382,0627,124,4262,406,957 295.99
UGAZ 2,451,1173,710,363159,3286,320,8082,571,589 245.79
DGAZ 2,143,8412,226,24717,0004,387,089406,608 1,078.95
XINA 2,794,9016091,1632,796,673232 1,205,462.50
IWM 1,683,7481,073,43431,8902,789,0721,422,161 196.12
MU 1,539,196929,28252,5752,521,0542,987,816 84.38
TVIX 1,700,625687,906108,6772,497,2091,478,966 168.85
UWT 1,222,3971,218,71113,2942,454,402469,954 522.26
SQ 1,584,700683,148115,9152,383,7632,915,389 81.76
AMD 1,575,034743,36260,5812,378,9773,689,842 64.47
QQQ 1,544,653757,94815,9822,318,5831,627,208 142.49
BAC 1,652,823558,97791,1372,302,9362,630,470 87.55
WMT 898,0071,296,99774,1072,269,1111,639,270 138.42
UCO 1,264,698920,0973,3982,188,192239,153 914.98
GE 1,260,531575,748271,4522,107,7322,875,010 73.31
CSCO 1,119,389726,78894,4691,940,6461,905,268 101.86
AAPL 923,885754,87577,8161,756,5762,234,839 78.60
MRVL 637,8311,058,20229,2021,725,2351,923,211 89.71
SVXY 1,449,670253,28817,6031,720,562484,307 355.26
USO 816,117877,22719,0581,712,402490,727 348.95
CMCSA 953,135683,82210,2231,647,1801,258,151 130.92
TEVA 813,747727,83674,0251,615,6082,103,868 76.79
LILAK 1,514,16787,9291321,602,22724,995 6,410.19

Data for 2017-11-16 to 2017-11-22 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.