Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY22,585,4616,651,256169,97529,406,6935,453,593 539.22
DWT18,645,3483,311,75839,24221,996,3481,917,258 1,147.28
VXX18,066,8142,871,98573,42621,012,2253,937,340 533.67
UVXY10,577,6631,805,29255,17812,438,1332,003,294 620.88
QQQ8,282,3863,431,84432,59211,746,8212,167,651 541.91
UWT8,265,6331,991,90577,29210,334,8301,474,880 700.72
TVIX6,783,2862,638,768164,7649,586,8174,551,407 210.63
USO7,552,2291,769,63915,1739,337,0421,444,300 646.48
SPXU7,785,9441,274,09924,5069,084,549634,786 1,431.12
SDS6,965,8751,552,00814,8018,532,683839,387 1,016.54
TQQQ5,794,7441,884,45953,7197,732,9221,858,115 416.17
SQQQ5,915,9221,332,11547,7357,295,7721,577,804 462.40
SPXS5,724,8101,201,84733,7976,960,454726,824 957.65
UGAZ4,784,2691,449,94581,4176,315,6312,233,628 282.75
UCO5,343,317894,11432,3076,269,739439,252 1,427.37
UPRO5,588,216605,82011,1376,205,173423,486 1,465.26
SPXL4,981,375738,64221,1445,741,161577,161 994.72
SVXY5,313,018229,1952,1145,544,326209,684 2,644.13
GLD4,364,052978,07511,1115,353,238777,990 688.09
IVV4,180,179638,7846,3394,825,303205,822 2,344.41
SH4,022,807715,76538,6194,777,192470,440 1,015.47
IAU4,295,020410,42053,9534,759,3931,514,232 314.31
IWM2,561,8341,967,52023,6264,552,9791,594,015 285.63
SSO3,881,544578,5338,3534,468,429139,850 3,195.16
SCO3,897,593520,0667,5664,425,225199,491 2,218.26

Data for 2019-10-08 to 2019-10-14 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.