Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 13,698,5575,800,043215,54519,714,1454,742,273 415.71
VXXB 7,513,6671,901,17138,0009,452,8381,695,457 557.54
UWT 4,504,9491,667,92587,8676,260,7411,141,474 548.48
EWUS 5,785,940005,785,9400 n/a
DWT 3,953,5601,671,88462,8105,688,254733,461 775.54
UCO 4,134,1191,246,85623,9205,404,895425,389 1,270.58
USO 3,388,7981,304,30335,8854,728,9851,154,551 409.60
QQQ 2,853,129979,54940,0143,872,6921,735,320 223.17
UVXY 3,406,631386,7786,9053,800,314459,169 827.65
AMD 2,155,6871,335,125105,2323,596,0433,852,293 93.35
SVXY 3,093,514430,4535,3513,529,318163,949 2,152.69
EWS 3,430,14620,6402,4353,453,22128,465 12,131.46
SCO 2,325,419926,14910,4813,262,049229,415 1,421.90
GE 1,814,5651,240,689145,1363,200,3893,279,152 97.60
MU 1,944,8141,048,26040,5463,033,6202,035,926 149.00
SPXU 2,242,196355,83140,8772,638,904430,344 613.21
CSCO 1,116,9061,276,65448,5482,442,1081,114,613 219.10
IVV 1,971,009372,85114,6342,358,494292,280 806.93
IWM 1,368,587903,97132,0682,304,6261,383,593 166.57
ATVI 1,397,309726,469128,5252,252,3031,352,503 166.53
UPRO 1,894,614328,62126,2042,249,439420,782 534.59
NH 1,941,90628,2011001,970,2077,273 27,089.33
TQQQ 1,416,899405,90092,5801,915,3781,456,304 131.52
KO 823,440952,96070,4081,846,808990,466 186.46
SPXL 1,436,482313,07016,9241,766,476500,576 352.89

Data for 2019-02-11 to 2019-02-15 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.