Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY10,427,7813,370,665141,74313,940,1894,518,930 308.48
VXX7,770,9691,488,154102,4059,361,5271,792,751 522.19
DWT5,981,7091,096,62329,4077,107,739916,467 775.56
GLD5,795,531819,22111,6436,626,394578,476 1,145.49
UWT5,262,426869,27231,7376,163,435950,998 648.10
USO3,992,7451,513,69918,9205,525,3652,253,231 245.22
QQQ3,246,2731,675,94853,2754,975,4951,660,467 299.64
UVXY3,342,572953,15317,0814,312,806511,682 842.87
UCO3,356,806644,28918,5934,019,687304,585 1,319.73
SCO3,457,475432,29713,3803,903,152171,093 2,281.30
TVIX2,554,9781,092,19470,3503,717,5231,078,403 344.72
AMD2,191,7421,249,86098,3013,539,9034,166,568 84.96
LGCY1,137,5301,714,834575,9093,428,2733,800,082 90.22
TLT2,199,002902,18913,2973,114,487403,484 771.90
UGAZ2,302,812604,30928,2562,935,377581,896 504.45
IWM1,456,585884,83020,0202,361,4351,051,431 224.59
EEM1,340,506949,79844,6352,334,9393,647,284 64.02
TQQQ1,601,350495,21638,3212,134,887840,052 254.14
GDX1,250,516787,77052,0252,090,3121,269,499 164.66
UNG1,531,614407,7751,6231,941,01292,803 2,091.54
UPRO1,585,217209,67719,9341,814,827324,715 558.90
SVXY1,663,234121,4804,4521,789,16667,123 2,665.50
SPXL1,448,503304,44515,0211,767,969205,741 859.32
IVV1,416,162251,82711,9591,679,948184,594 910.08
SQQQ1,281,610353,47331,2851,666,368748,568 222.61

Data for 2019-06-13 to 2019-06-19 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.