Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
VXX12,402,1772,114,30835,33714,551,8222,252,374 646.07
SPY10,802,2343,136,88588,79014,027,9084,083,964 343.49
UVXY7,729,7911,370,75225,8129,126,3551,071,901 851.42
DWT5,770,8011,613,07722,2537,406,1311,517,225 488.14
USO5,505,4841,598,1528,9147,112,5491,518,486 468.40
UWT5,139,3681,023,22924,6376,187,234883,738 700.12
VIXY5,057,643664,2246,3925,728,259189,614 3,021.01
TVIX3,657,5361,935,607122,2995,715,4412,722,607 209.93
SVXY5,099,275304,7806,3825,410,437212,995 2,540.17
GE2,657,8011,997,663295,6104,951,0746,662,102 74.32
UGAZ3,109,4841,316,34117,4424,443,2661,212,294 366.52
UCO3,386,915689,7843,6824,080,380357,622 1,140.98
GLD3,424,638645,9976,5114,077,146658,328 619.32
QQQ2,996,1841,056,96719,8144,072,9641,712,386 237.85
AMD1,898,6891,598,60163,2883,560,5794,347,942 81.89
SPXU3,013,170331,42720,9453,365,541624,472 538.94
SCO2,884,584330,1706,0603,220,814187,687 1,716.06
TLT1,880,1241,241,16537,6023,158,891833,195 379.13
INTC1,036,7181,760,03522,1462,818,8991,134,226 248.53
UPRO2,494,413307,7697,3152,809,498323,982 867.18
TQQQ2,087,522663,81234,7632,786,0971,593,946 174.79
SPXL2,026,306735,13714,1992,775,642365,963 758.45
SPXS2,184,048519,84224,6742,728,564763,313 357.46
SDS2,119,690460,11719,5062,599,313511,452 508.22
IWM1,546,628933,06616,9342,496,6271,263,851 197.54

Data for 2019-08-16 to 2019-08-22 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.