Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 94,395,63322,048,066558,463117,002,16211,404,311 1,025.95
QQQ 29,844,81911,911,119399,59242,155,5297,812,426 539.60
VXX 32,140,2925,163,668169,13437,473,0945,598,768 669.31
SPXU 22,370,8273,386,82822,07525,779,7301,396,241 1,846.37
SPXS 22,135,1631,090,14424,27223,249,5791,353,961 1,717.15
UVXY 18,348,5933,226,52468,72821,643,8451,807,597 1,197.38
SDS 19,867,2981,403,44525,76421,296,5061,380,005 1,543.22
UPRO 17,663,4511,933,73355,17219,652,356701,472 2,801.59
HMNY 2,098,5227,952,048707,76610,758,33622,937,193 46.90
SPXL 9,829,587875,96137,74310,743,291556,501 1,930.51
SVXY 9,379,0961,354,1847,13910,740,419476,632 2,253.40
IWM 6,490,1873,869,902113,52010,473,6094,430,738 236.39
IVV 8,103,913518,45427,0308,649,397408,596 2,116.86
SQQQ 6,455,6611,993,092192,9528,641,7054,326,376 199.74
XLF 6,341,3661,894,34038,9348,274,6418,392,892 98.59
SSO 7,395,944806,67539,4218,242,040404,248 2,038.86
XLI 4,496,3502,770,4318,3157,275,0962,511,782 289.64
XLV 3,346,2233,482,5255,1536,833,9011,799,164 379.84
EEM 4,341,1871,945,40454,2136,340,8045,380,115 117.86
AMD 3,772,1652,284,005248,6586,304,8277,021,679 89.79
VOO 5,515,477630,96812,4966,158,942384,241 1,602.89
OASI 5,625,600005,625,6000 n/a
VIXY 4,696,897870,3318,8635,576,092666,846 836.19
TVIX 4,483,799759,88766,3195,310,0041,747,114 303.93
ACWF 5,162,664417105,163,0913,302 156,362.54

Data for 2018-10-11 to 2018-10-17 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.