Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY9,261,3513,910,305139,47313,311,1294,299,700 309.58
CHK2,661,2807,803,7001,753,23712,218,2176,782,304 180.15
DWT8,668,2493,296,34482,59112,047,1844,159,907 289.60
VXX8,308,0351,377,09050,7479,735,8733,387,577 287.40
UVXY7,547,220977,71821,8888,546,8261,341,042 637.33
UWT5,415,9941,789,386165,4357,370,8161,446,327 509.62
UGAZ4,805,2531,799,26281,3446,685,8592,623,544 254.84
USO5,153,8991,116,817244,5726,515,2882,315,455 281.38
CYTK5,569,603221,9101,6575,793,16934,399 16,841.10
VIXY5,076,453499,8638,6285,584,944214,245 2,606.80
TVIX3,844,7921,599,819118,2585,562,8703,699,296 150.38
QQQ3,404,2211,321,91815,5554,741,6941,429,446 331.72
CTMX4,143,309307,4154384,451,16221,184 21,011.91
SVXY4,183,440210,3261,6024,395,368120,618 3,644.04
AMD2,015,9842,161,554149,5184,327,0566,519,155 66.37
CBAY4,064,0292,434734,066,53613,405 30,335.96
TQQQ2,765,840774,73925,8153,566,3951,233,191 289.20
SQQQ2,769,715552,05524,2833,346,054800,324 418.09
UCO2,896,617413,85810,7743,321,248253,673 1,309.26
UNG2,645,669392,72188,9623,127,352290,653 1,075.97
SPXU2,774,463309,1906,6093,090,263281,059 1,099.51
SCO2,801,945219,6676,3613,027,973270,957 1,117.51
FCEL1,347,080875,310726,9662,949,3564,584,149 64.34
AUPH2,695,281114,7113,3522,813,344173,047 1,625.77
SPXS2,125,587297,40416,2432,439,234549,220 444.13

Data for 2019-11-14 to 2019-11-20 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.