Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPXS2,489,642,0132,445,5426,2432,492,093,798748,410 332,985.10
SH1,874,234,5181,062,2251281,875,296,872199,748 938,831.36
PSQ1,573,881,885459,1428451,574,341,872100,379 1,568,397.64
SPXU1,460,079,5651,235,9482,9581,461,318,471648,197 225,443.57
QID1,189,267,4711,401,21617,8801,190,686,568467,774 254,543.13
SDS901,477,563870,1998,289902,356,052255,401 353,309.52
DXD367,613,625156,588215367,770,42831,742 1,158,623.99
SPLG365,349,440312,1154,444365,665,99938,438 951,313.80
SDOW169,467,009197,26616,526169,680,80161,292 276,840.05
SQQQ127,470,2321,932,587199,496129,602,3141,686,174 7,686.18
TZA127,110,460289,0922,932127,402,485238,675 53,379.07
DOG95,374,76679,268095,454,0354,743 2,012,524.46
EEM87,863,2722,400,8983,62090,267,7912,685,484 3,361.32
TWM85,161,23711,769085,173,00623,862 356,939.93
AAAU50,959,91223,1002,18050,985,19313,769 370,289.73
OUNZ48,315,17814,09360048,329,8713,695 1,307,980.27
FXN46,570,91155,540046,626,45122,032 211,630.59
SRTY42,559,68338,8071342,598,50258,820 72,421.80
VCIT40,109,087464,3522,76840,576,207132,158 30,702.80
GOVT38,229,656470,2284,20138,704,085128,402 30,142.90
BNO36,642,801105,84327336,748,91743,786 83,928.46
UNG34,782,4531,056,1553,20935,841,817256,152 13,992.40
BAR33,677,33110,11620533,687,65212,833 262,508.00
TIPX33,496,8293,031033,499,8608,757 382,549.50
EFA31,365,249495,3687,97531,868,5921,518,068 2,099.29

Data for 2020-09-15 to 2020-09-21 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.