Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
VXX10,708,2631,678,85444,74412,431,8623,909,727 317.97
UVXY7,914,2441,542,70720,2149,477,1651,267,940 747.45
SPY5,920,3593,340,733134,9889,396,0804,091,566 229.65
NIO2,760,1643,515,772918,5877,194,52215,708,345 45.80
CHK3,829,0242,142,654736,4356,708,1133,744,726 179.13
DWT3,741,2301,663,92250,9345,456,0861,401,469 389.31
QQQ2,183,2621,795,60725,2074,004,0771,519,746 263.47
SVXY3,887,665105,0121,5573,994,235101,159 3,948.47
UWT2,979,070889,47626,6663,895,212484,057 804.70
TTNP1,998,9491,323,185372,3253,694,4606,586,957 56.09
DNKN3,642,1333,2683893,645,79015,444 23,606.51
TQQQ1,971,4021,309,16644,5073,325,0751,228,248 270.72
SNCA473,0862,555,21782,3923,110,6952,291,652 135.74
NXGN2,808,0648561202,809,0415,508 50,999.29
USO2,089,823608,40847,6812,745,9121,042,710 263.34
SQQQ1,899,942407,07243,6792,350,693902,589 260.44
UCO1,971,454345,9965,3232,322,773194,712 1,192.93
INTC903,3171,367,01220,9022,291,231915,046 250.40
IWM1,214,4001,015,3607,0952,236,8551,142,998 195.70
UBER944,6361,216,11559,6852,220,4361,884,591 117.82
AMD1,223,679900,57758,4512,182,7072,919,236 74.77
GLD1,669,727431,8541,7872,103,367470,583 446.97
IAU1,854,346215,25024,3382,093,9341,484,239 141.08
SCO1,688,987220,8899,6691,919,545228,457 840.22
UNG1,204,132675,92321,9821,902,037476,201 399.42

Data for 2020-01-15 to 2020-01-22 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.