Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
IAU 52,392,284940,38420053,332,8681,057,409 5,043.73
HMNY 26,162,295556,12542,69126,761,111251,810 10,627.50
USO 23,781,6671,284,6089,50025,075,7751,974,808 1,269.78
EEM 19,317,7001,931,84729,51421,279,0616,149,272 346.04
QID 16,021,464227,5891,78016,250,833434,171 3,742.96
NVCN 11,852,7392,439,62929,28314,321,6501,487,541 962.77
XLF 12,575,767796,82231,52313,404,1124,345,298 308.47
UGLD 13,195,50282,80516013,278,46724,448 54,313.10
CHK 10,382,6712,001,08421,42312,405,1784,214,941 294.31
BAC 9,804,655936,22714,76010,755,6424,339,463 247.86
GE 7,902,0091,012,21422,0898,936,3124,111,768 217.34
UUP 8,356,99528,5821,0008,386,57782,332 10,186.29
AMD 6,782,9611,503,96316,2078,303,1313,085,517 269.10
QQQ 7,467,422407,83423,5157,898,771730,304 1,081.57
SDRL 5,825,4531,674,765105,7797,605,998851,297 893.46
PBR 6,551,119574,9695,7987,131,8871,735,280 410.99
VALE 6,651,833413,9188,6357,074,3861,655,763 427.26
UDN 6,810,8251,72006,812,54527,640 24,647.41
SPY 5,847,042858,90245,1676,751,1111,023,679 659.49
DWT 6,426,218281,58516,8306,724,633372,177 1,806.84
UVXY 5,979,316591,17324,9606,595,4491,823,987 361.60
GDX 6,061,537428,11822,1276,511,7822,463,241 264.36
TVIX 5,420,628741,80846,9676,209,4032,246,571 276.39
EFA 5,357,997646,79915,8206,020,6161,462,727 411.60
JCP 5,236,782718,55927,6195,982,9602,369,125 252.54

Data for 2018-05-15 to 2018-05-21 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.