Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 26,401,5339,644,685321,07536,367,2936,620,530 549.31
UVXY 11,090,4904,980,50189,89616,160,8873,775,407 428.06
VXX 12,482,0882,739,54065,57915,287,2072,036,810 750.55
QQQ 7,335,9304,733,13767,94012,137,0083,984,209 304.63
SVXY 5,602,6122,199,88933,9087,836,4091,663,411 471.10
TVIX 5,318,0752,112,966112,0047,543,0454,057,707 185.89
SPXL 4,443,468717,12137,8265,198,415799,380 650.31
SPXS 4,396,175676,32915,4895,087,993573,328 887.45
IVV 3,735,9531,246,66817,7295,000,351446,213 1,120.62
EEM 2,139,7261,995,56923,5234,158,8183,386,761 122.80
IWM 1,971,5171,912,77939,4833,923,7791,746,311 224.69
BAC 2,593,0831,191,565116,0703,900,7185,016,868 77.75
GLD 2,100,0541,730,58213,0173,843,653517,664 742.50
MU 1,858,3661,367,21853,3483,278,9324,393,985 74.62
GE 1,861,910744,950194,9502,801,8114,032,993 69.47
USO 1,880,184888,29326,4652,794,942829,657 336.88
CHK 1,729,641749,686254,6972,734,0234,761,384 57.42
SDS 2,145,008532,06437,6352,714,708646,360 420.00
AMD 1,758,046841,14577,9322,677,1234,217,239 63.48
VIXY 2,109,697526,3591,8892,637,945294,364 896.15
VOO 2,239,170369,45612,9442,621,569291,322 899.89
AAPL 1,505,174932,773177,3712,615,3183,759,134 69.57
SSO 2,229,932369,07014,2132,613,215220,879 1,183.10
WFC 948,5651,402,53810,6892,361,7911,399,113 168.81
HTM 2,322,8262,5423452,325,7134,563 50,968.95

Data for 2018-02-16 to 2018-02-23 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.