Cboe BYX U.S. Equities Exchange Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| IAU | 313,685,878 | 1,972,898 | 47,461 | 315,706,237 | 846,544 | 37,293.54 |
| USO | 307,576,479 | 2,465,964 | 48,463 | 310,090,906 | 2,173,533 | 14,266.68 |
| DWT | 140,313,034 | 1,580,676 | 6,641 | 141,900,351 | 440,595 | 32,206.53 |
| SH | 128,426,028 | 350,117 | 665 | 128,776,810 | 157,741 | 81,638.13 |
| GLDM | 90,790,517 | 787,566 | 0 | 91,578,083 | 66,415 | 137,887.65 |
| EEM | 72,872,726 | 3,378,753 | 109,938 | 76,361,417 | 5,013,459 | 1,523.13 |
| SLV | 71,288,533 | 1,805,108 | 20,710 | 73,114,350 | 2,402,666 | 3,043.05 |
| PSQ | 66,209,107 | 70,937 | 66 | 66,280,110 | 74,422 | 89,059.83 |
| BNO | 63,701,536 | 155,068 | 100 | 63,856,705 | 56,729 | 112,564.48 |
| XLF | 40,854,838 | 803,438 | 109,720 | 41,767,996 | 4,390,587 | 951.31 |
| SCO | 29,322,725 | 159,664 | 1,426 | 29,483,815 | 31,918 | 92,373.63 |
| UWT | 28,617,908 | 737,258 | 7,355 | 29,362,521 | 278,693 | 10,535.79 |
| UCO | 24,833,632 | 453,459 | 2,151 | 25,289,242 | 108,584 | 23,290.03 |
| VXX | 23,584,712 | 1,094,603 | 53,907 | 24,733,222 | 2,220,793 | 1,113.71 |
| GDX | 22,548,083 | 1,965,082 | 137,346 | 24,650,511 | 4,175,847 | 590.31 |
| EFA | 21,361,092 | 632,609 | 38,816 | 22,032,518 | 1,613,302 | 1,365.68 |
| SPXS | 20,252,151 | 120,671 | 7,305 | 20,380,126 | 168,193 | 12,117.11 |
| SPHQ | 19,952,953 | 3,104 | 14 | 19,956,071 | 6,073 | 328,603.18 |
| VALE | 18,955,004 | 537,517 | 35,994 | 19,528,516 | 1,204,118 | 1,621.81 |
| PBR | 19,067,593 | 353,511 | 15,294 | 19,436,398 | 748,587 | 2,596.41 |
| BBD | 17,888,398 | 305,914 | 14,750 | 18,209,062 | 652,263 | 2,791.67 |
| BAC | 16,681,584 | 763,164 | 179,449 | 17,624,198 | 5,214,893 | 337.96 |
| XOP | 17,216,225 | 280,102 | 41,414 | 17,537,741 | 1,993,963 | 879.54 |
| UUP | 16,330,253 | 55,188 | 0 | 16,385,441 | 15,380 | 106,537.33 |
| GLD | 13,577,324 | 579,491 | 9,573 | 14,166,388 | 443,555 | 3,193.83 |
Data for 2019-07-15 to 2019-07-19 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.