Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
NVCN 10,226,00614,856,5741,317,93826,400,51814,454,829 182.64
SPY 11,886,7262,897,611227,51615,011,8543,967,823 378.34
VXX 6,888,9372,539,21385,3689,513,5182,328,370 408.59
QQQ 5,242,4042,832,55075,8188,150,7723,754,853 217.07
GE 2,356,5404,170,840388,3716,915,7515,475,299 126.31
UVXY 3,995,6331,452,46888,2205,536,3212,209,201 250.60
CLDX 949,9223,683,984195,9184,829,8241,589,129 303.93
BAC 2,474,6781,289,537225,0253,989,2406,142,932 64.94
AAPL 2,120,1751,651,254156,9573,928,3863,541,763 110.92
TVIX 1,905,439932,730142,9662,981,1354,284,675 69.58
UCO 2,145,835600,9893,2642,750,088245,888 1,118.43
XLF 2,036,335531,14952,2812,619,7653,469,547 75.51
MU 1,549,963970,74673,1352,593,8444,238,309 61.20
SDRL 381,8591,800,965355,4812,538,3052,757,027 92.07
SPXS 2,167,982318,89014,5762,501,448396,792 630.42
UWT 1,790,050544,08526,5222,360,657584,865 403.62
EEM 943,5021,351,59648,0092,343,1073,020,416 77.58
PVTL 664,1571,361,887283,6792,309,7231,335,195 172.99
IVV 1,875,503295,38310,9702,181,856281,275 775.70
AMD 1,180,273910,21289,2692,179,7543,359,504 64.88
IWM 1,076,982945,79733,9382,056,7171,855,221 110.86
SQQQ 1,347,757599,73154,0792,001,5671,828,986 109.44
FB 1,287,671568,99259,6351,916,2982,026,384 94.57
USO 1,378,609505,77223,8671,908,248611,536 312.04
SPXL 1,645,556193,83937,2741,876,670361,427 519.24

Data for 2018-04-16 to 2018-04-20 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.