Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
HMNY 43,219,5458,116,726117,73051,454,0011,453,403 3,540.24
IAU 44,122,7421,119,516045,242,258835,791 5,413.11
USO 31,084,0472,277,6675,68733,367,4013,110,818 1,072.62
BAC 24,411,3851,650,68944,49226,106,5666,941,142 376.11
XLF 25,294,560790,72816,22526,101,5136,716,428 388.62
EEM 21,981,4871,224,05929,25723,234,8034,748,238 489.34
GE 15,258,1891,555,18954,45816,867,8354,769,132 353.69
UVXY 13,769,915788,11417,86214,575,8921,463,332 996.08
UGLD 13,910,317171,5586014,081,93564,255 21,915.70
GDX 12,191,898685,50522,35612,899,7602,845,504 453.34
EWZ 12,310,448306,38618,10912,634,9441,130,719 1,117.43
AMD 10,945,1221,323,84629,33212,298,3002,751,035 447.04
VXX 11,335,539796,01733,67412,165,230928,030 1,310.87
CHK 10,994,654948,1569,06811,951,8782,209,875 540.84
EFA 10,680,763299,46110,95610,991,1801,820,366 603.79
PBR 10,097,486789,04520,11210,906,6421,424,471 765.66
ABEV 9,378,670334,10610,6259,723,4012,593,182 374.96
F 9,169,598507,67810,2969,687,5722,497,835 387.84
SLV 8,152,7941,251,5701,7139,406,0771,301,439 722.74
SVXY 8,585,236278,2818,3828,871,900813,539 1,090.53
TZA 8,656,08968,7621,7408,726,591568,292 1,535.58
T 8,009,739697,3187,0038,714,0602,591,295 336.28
VALE 7,994,131306,6444,7618,305,5361,024,131 810.98
SQQQ 7,653,954257,0553,2007,914,209620,483 1,275.49
QQQ 7,587,374296,38828,5717,912,333549,130 1,440.89

Data for 2018-07-16 to 2018-07-20 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.