Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY19,205,8237,028,074395,09326,628,9896,313,343 421.79
VXX11,169,0704,081,238143,38315,393,6914,066,353 378.56
AMC6,162,9044,017,387424,68110,604,9725,072,667 209.06
UVXY6,993,2032,575,80031,1669,600,1693,403,478 282.07
TRCH4,676,6043,949,785244,1368,870,5254,237,613 209.33
QQQ6,528,7262,129,122147,0458,804,8933,314,959 265.61
TQQQ4,793,7831,570,80935,8386,400,4292,372,231 269.81
SPXS4,884,3901,202,1755,8676,092,432366,318 1,663.15
GLV5,973,0139332595,974,2053,178 187,986.31
XLF3,794,2601,315,627609,9885,719,8757,450,215 76.77
SPXL4,601,5861,007,97513,1575,622,717738,740 761.12
IWM3,624,7391,769,604136,9425,531,2852,820,729 196.09
IVV4,016,271911,19016,7224,944,182846,031 584.40
VOO3,683,3951,113,99511,4894,808,879672,156 715.44
UPRO3,839,429719,20918,4204,577,058502,891 910.15
AAPL2,713,4711,620,262216,8834,550,6164,913,934 92.61
TLT3,048,9831,384,99555,9724,489,9492,493,922 180.04
WISH2,638,3941,573,907212,0434,424,3452,780,129 159.14
SSO3,262,4271,128,8686,9954,398,290265,896 1,654.14
SQQQ2,855,981865,85971,0393,792,8783,173,892 119.50
GLD2,849,755894,62846,0143,790,3971,547,667 244.91
SLV2,850,716717,222146,2033,714,1413,341,284 111.16
VIXY2,997,151704,9164,4443,706,511702,182 527.86
XOM2,977,445497,62194,1273,569,1931,552,234 229.94
SVXY2,808,595615,72510,6543,434,974937,821 366.27

Data for 2021-06-15 to 2021-06-21 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.