Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
PSQ195,558,1791,003,22180196,561,480109,114 180,143.23
SH174,871,722890,7649,014175,771,500633,759 27,734.75
UCO115,932,4161,802,96545,647117,781,0273,851,727 3,057.88
SQQQ108,964,8362,035,512110,302111,110,649784,222 14,168.26
EEM89,155,2993,379,32317,19892,551,8204,307,708 2,148.52
SPXS74,582,331678,96293,90875,355,201365,019 20,644.19
BNO69,388,410777,49459070,166,494157,705 44,492.24
IEI62,682,8061,078,3993,68163,764,887101,041 63,107.93
USO53,296,1042,818,445122,70956,237,25814,022,695 401.04
SPY40,756,3216,975,136344,55948,076,0163,676,865 1,307.53
VCIT46,445,8591,084,1312,29147,532,28275,232 63,180.94
SPXU45,212,4161,003,13349,58546,265,134273,067 16,942.78
SPLG44,480,178173,93632044,654,43473,592 60,678.38
VGIT43,890,39995,31440043,986,11320,631 213,203.98
QID40,895,3001,069,01523,22841,987,544162,254 25,877.66
TQQQ36,115,0121,707,15558,09837,880,266442,923 8,552.34
SDS36,452,974881,44132,56737,366,981338,914 11,025.51
SPXL35,920,377508,07029,97036,458,417213,324 17,090.63
UPRO33,513,183396,57221,30833,931,064207,550 16,348.38
XLF32,542,480527,69414,84033,085,0153,881,624 852.35
PFF28,611,2831,239,49377,90829,928,684165,507 18,083.03
SPTI27,595,04018,0451,35227,614,43715,318 180,274.43
QQQ23,677,9232,167,28862,54725,907,7581,419,024 1,825.74
GOVT24,895,0251,009,77038225,905,177104,706 24,740.87
EFA22,558,1081,536,61624,49124,119,2151,499,229 1,608.77

Data for 2020-04-01 to 2020-04-07 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.