Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SQQQ1,712,944,3941,740,640101,9291,714,786,9633,511,102 48,839.00
SPXS1,423,353,5251,338,0007,7071,424,699,232760,953 187,225.65
SH1,120,639,283565,57019,2451,121,224,098249,158 450,005.26
PSQ710,400,886546,0964,925710,951,907208,313 341,290.23
SPXU626,591,3851,132,44428,443627,752,272630,232 99,606.54
QID534,673,934593,9896,842535,274,765405,097 132,134.96
SDS458,420,250722,27729,832459,172,359270,141 169,975.07
SPLG360,564,345237,115464360,801,92450,337 716,772.80
FENY166,675,93134,7080166,710,63918,767 888,318.00
DBO107,741,838133,4411,085107,876,36391,421 117,999.54
EEM104,158,4162,863,07011,821107,033,3073,111,791 3,439.60
DXD80,235,72568,1945,37380,309,29238,842 206,758.90
DGRO60,703,057156,02047260,859,55036,701 165,825.32
NIO42,310,4773,514,667978,19946,803,3434,684,967 999.01
SDOW43,999,434277,43317,08244,293,949108,721 40,740.93
BNO42,001,24356,38454142,058,16729,968 140,343.59
TBF35,863,720227,0152036,090,75528,664 125,909.70
SPHQ35,186,7446,00716035,192,9116,642 529,854.13
DOG33,874,64851,4241,13033,927,2039,467 358,373.33
UPRO30,028,788766,07621,16030,816,025104,494 29,490.71
EFA29,313,970660,69013,92729,988,5862,080,292 1,441.56
UNG28,430,613750,2355,62029,186,467249,239 11,710.23
TZA28,746,682321,08919,00929,086,780470,445 6,182.82
TWM24,922,50645,66893324,969,10761,552 40,565.87
SPTM24,265,3534,15041524,269,9175,095 476,347.73

Data for 2020-07-07 to 2020-07-13 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.