Cboe BYX U.S. Equities Exchange Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| IAU | 256,172,053 | 3,337,620 | 20 | 259,509,693 | 440,272 | 58,943.04 |
| SQQQ | 199,451,281 | 304,755 | 8,558 | 199,764,594 | 199,393 | 100,186.36 |
| DWT | 146,768,891 | 332,717 | 60 | 147,101,669 | 163,295 | 90,083.39 |
| QID | 146,013,470 | 224,571 | 360 | 146,238,400 | 54,009 | 270,766.72 |
| USO | 120,252,958 | 1,426,600 | 5,360 | 121,684,918 | 911,593 | 13,348.60 |
| GLDM | 102,897,009 | 957,868 | 0 | 103,854,877 | 21,524 | 482,507.33 |
| PSQ | 63,495,128 | 71,132 | 0 | 63,566,260 | 19,006 | 334,453.65 |
| DXD | 62,560,000 | 8,940 | 0 | 62,568,940 | 2,738 | 2,285,205.99 |
| EEM | 47,568,593 | 3,336,931 | 7,166 | 50,912,690 | 4,182,807 | 1,217.19 |
| SPTI | 42,570,965 | 41,508 | 40 | 42,612,513 | 9,600 | 443,880.34 |
| DOG | 39,034,415 | 49,206 | 0 | 39,083,621 | 5,388 | 725,382.72 |
| SCO | 37,677,782 | 117,080 | 60 | 37,794,922 | 44,100 | 85,702.77 |
| USFR | 32,100,648 | 71,023 | 0 | 32,171,671 | 7,372 | 436,403.57 |
| SPXS | 31,119,843 | 450,739 | 11,081 | 31,581,663 | 207,081 | 15,250.87 |
| PTLC | 29,771,663 | 8,550 | 0 | 29,780,213 | 7,040 | 423,014.39 |
| SLV | 25,721,087 | 1,607,385 | 160 | 27,328,632 | 688,441 | 3,969.64 |
| UWT | 22,998,813 | 203,691 | 1,419 | 23,203,923 | 108,503 | 21,385.51 |
| XLF | 19,074,800 | 543,531 | 4,393 | 19,622,723 | 2,577,154 | 761.41 |
| PGX | 17,956,027 | 1,263,812 | 130 | 19,219,970 | 71,549 | 26,862.67 |
| FENY | 18,637,633 | 147 | 0 | 18,637,780 | 3,195 | 583,342.10 |
| VXX | 17,426,005 | 998,982 | 117,683 | 18,542,670 | 2,303,878 | 804.85 |
| FREL | 15,549,120 | 4,002 | 0 | 15,553,122 | 1,539 | 1,010,599.22 |
| GOVT | 14,796,399 | 236,959 | 0 | 15,033,358 | 200,815 | 7,486.17 |
| UVXY | 13,639,433 | 1,061,856 | 30,044 | 14,731,333 | 854,412 | 1,724.15 |
| UCO | 14,180,664 | 131,721 | 352 | 14,312,736 | 61,177 | 23,395.62 |
Data for 2020-01-15 to 2020-01-22 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.