Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
HMNY 51,935,7468,942,3881,693,97862,572,11224,777,391 252.54
SPY 18,639,8905,150,065184,87923,974,8334,305,273 556.87
QQQ 5,198,5002,935,23673,1588,206,8932,715,797 302.19
VXX 5,940,0761,685,23078,6807,703,9863,038,557 253.54
UVXY 4,548,8001,672,22482,1536,303,1773,219,988 195.75
AMD 3,825,7081,959,297148,1435,933,1485,152,425 115.15
USO 2,814,4891,198,6235,0494,018,1621,308,366 307.11
EWG 3,391,512393,4902,1323,787,134219,608 1,724.50
EEM 1,591,5311,063,76159,5862,714,8773,274,289 82.92
SVXY 2,255,413394,34616,6562,666,415915,784 291.16
IWM 1,457,232796,55944,5782,298,3691,456,222 157.83
SPXU 2,020,859266,1473,6762,290,682373,901 612.64
GDX 1,397,293800,62073,5312,271,4442,771,327 81.96
UPRO 1,935,440296,93721,1912,253,568264,875 850.80
IVV 1,816,149394,05221,9382,232,138223,161 1,000.24
EWL 1,920,686293,8051,0992,215,59069,498 3,187.99
MU 1,290,881874,14049,8632,214,8842,148,963 103.07
XOP 658,8951,521,29213,9532,194,1401,108,381 197.96
BAC 1,523,489583,40687,0322,193,9262,989,735 73.38
SPXL 1,921,096200,56931,0592,152,724207,059 1,039.67
JD 1,024,296969,34869,9472,063,5912,079,979 99.21
UWT 1,535,298448,22512,2221,995,745345,230 578.09
XLF 1,439,236502,25750,3231,991,8162,949,271 67.54
SPXS 1,832,618134,1598,9621,975,739235,369 839.42
VIXY 1,685,736253,9754,0711,943,782226,048 859.90

Data for 2018-08-13 to 2018-08-17 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.