Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 52,825,77516,740,454569,76170,135,99010,876,791 644.82
VXX 24,647,4293,968,79546,58628,662,8103,858,224 742.90
QQQ 14,585,6894,536,723153,31719,275,7294,843,832 397.94
SDS 14,435,0121,192,87321,97115,649,8571,158,413 1,350.97
UVXY 12,562,494989,07424,87313,576,441859,640 1,579.32
USO 11,067,4622,326,07674,70213,468,2401,709,498 787.85
SPXS 12,481,263576,76339,15013,097,175554,852 2,360.48
UCO 8,338,3662,102,92233,26310,474,550648,423 1,615.39
SPXU 9,772,153528,65628,07910,328,888372,973 2,769.34
UWT 7,130,8312,058,82492,4489,282,1031,296,162 716.12
DWT 7,144,8101,405,14067,7628,617,712627,877 1,372.52
UPRO 7,694,664755,24682,8228,532,732512,075 1,666.31
SCO 5,432,0261,433,85410,5696,876,449306,281 2,245.14
TVIX 5,611,6551,004,54557,2966,673,4961,346,040 495.79
AMD 4,252,3202,076,655181,5926,510,5667,407,334 87.89
IVV 5,757,512505,56525,0736,288,150355,222 1,770.20
SPXL 5,415,035411,19777,0595,903,291516,464 1,143.02
IWM 3,741,8041,774,80494,3985,611,0052,165,886 259.06
VOO 4,532,274744,74721,6965,298,717350,298 1,512.63
TQQQ 3,926,886845,886143,9924,916,7641,434,553 342.74
SSO 4,039,654297,63741,3594,378,649436,902 1,002.20
GE 2,644,2901,287,580389,7884,321,6595,393,242 80.13
EEM 2,790,1401,466,14125,7364,282,0174,900,430 87.38
SQQQ 2,615,2441,432,79386,3134,134,3512,510,942 164.65
HMNY 1,858,3501,905,060149,6753,913,0846,333,537 61.78

Data for 2018-11-30 to 2018-12-07 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.