Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 7,425,5002,627,41887,85010,140,7693,003,736 337.61
VXXB 6,109,9351,309,44525,7697,445,1481,242,770 599.08
QCOM 2,261,1231,541,407194,1793,996,7092,874,433 139.04
UWT 2,605,019689,5489,4713,304,038340,824 969.43
UCO 2,862,245390,26311,0913,263,599133,579 2,443.20
SVXY 2,692,881303,1661,7372,997,78389,360 3,354.73
UVXY 2,576,970405,49810,1252,992,594502,905 595.06
QQQ 1,836,680936,10322,0412,794,8241,333,717 209.55
SNAP 925,3491,110,235316,1322,351,7172,907,950 80.87
MBRX 726,0211,219,437234,8712,180,3293,598,036 60.60
PINS 638,0161,232,154276,4422,146,6121,488,233 144.24
AMD 1,474,893572,48345,4342,092,8102,178,829 96.05
IWM 1,321,445645,87021,4111,988,7261,142,752 174.03
USO 1,414,155509,8856,7151,930,754685,934 281.48
TWTR 1,156,604570,738133,9071,861,2491,682,924 110.60
DWT 1,370,068468,18015,8021,854,050353,038 525.17
TVIX 1,210,419562,69942,0941,815,212857,758 211.62
VIXY 1,512,351171,7284,3061,688,38697,008 1,740.46
RAD 699,721804,90197,9371,602,560807,938 198.35
SPXU 1,106,826409,18115,9021,531,909661,002 231.76
UXIN 404,501982,98234,7911,422,275839,547 169.41
INTC 799,272582,38915,0621,396,722798,472 174.92
WFT 557,738664,087153,8031,375,629784,234 175.41
BAC 1,015,554295,56352,6131,363,7301,829,079 74.56
MSFT 814,727462,97876,0751,353,779999,146 135.49

Data for 2019-04-17 to 2019-04-24 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.