Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
VXX 6,765,4842,929,085111,6139,806,1823,173,947 308.96
SPY 6,841,3392,291,985170,9469,304,2713,651,552 254.80
UVXY 6,111,6242,401,409133,2328,646,2653,171,863 272.59
UGAZ 3,037,1754,971,153118,1328,126,4602,537,161 320.30
GE 3,479,1103,211,911561,8897,252,9108,128,936 89.22
DGAZ 2,320,9771,918,72837,5714,277,275621,098 688.66
TVIX 2,652,065912,045129,4903,693,6012,112,165 174.87
BAC 2,352,3621,106,641187,7983,646,8013,992,790 91.33
UWT 1,386,3171,816,7756,3433,209,435530,457 605.03
QQQ 2,074,350794,80319,8572,889,0091,877,169 153.90
IWM 1,824,533980,67425,7332,830,9401,334,773 212.09
XINA 2,791,120609602,791,78940 6,979,472.50
AMD 1,724,353856,37264,7532,645,4784,155,858 63.66
JD 1,410,2991,082,146109,3172,601,7622,668,851 97.49
MU 1,482,178798,34642,2062,322,7292,786,362 83.36
UCO 1,321,604978,9537,3272,307,884248,820 927.53
SVXY 1,882,710374,83022,8532,280,393629,985 361.98
TEVA 947,6321,253,59778,6082,279,8372,524,062 90.32
XLF 1,281,409675,93811,8301,969,1782,842,172 69.28
AAPL 1,041,244704,148108,7771,854,1692,501,946 74.11
CSCO 999,922671,749112,7341,784,4061,990,121 89.66
XIV 1,445,008214,66624,1511,683,825820,508 205.22
MAT 961,600664,59551,5351,677,7311,983,281 84.59
TLT 1,142,951528,5382,5911,674,080513,277 326.16
CMCSA 947,081686,27314,7591,648,1141,329,024 124.01

Data for 2017-11-13 to 2017-11-17 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.