Cboe BYX U.S. Equities Exchange Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| USO | 317,207,647 | 2,792,307 | 75,631 | 320,075,584 | 2,989,982 | 10,704.93 |
| IAU | 259,619,387 | 2,790,216 | 28,922 | 262,438,525 | 1,033,761 | 25,386.77 |
| SH | 258,941,277 | 611,057 | 2,970 | 259,555,304 | 131,505 | 197,372.95 |
| DWT | 181,741,277 | 2,697,939 | 21,335 | 184,460,551 | 924,527 | 19,951.88 |
| PSQ | 159,613,874 | 162,366 | 5,280 | 159,781,520 | 44,119 | 362,160.34 |
| BIL | 95,596,817 | 222,121 | 52 | 95,818,989 | 21,240 | 451,125.18 |
| EEM | 66,300,704 | 3,619,865 | 68,540 | 69,989,108 | 4,350,888 | 1,608.62 |
| GLDM | 66,567,149 | 416,464 | 0 | 66,983,612 | 44,925 | 149,100.97 |
| BNO | 58,424,370 | 203,399 | 62 | 58,627,831 | 61,027 | 96,068.68 |
| XLF | 51,797,979 | 1,122,852 | 131,161 | 53,051,991 | 7,019,846 | 755.74 |
| USFR | 48,550,629 | 34,064 | 0 | 48,584,693 | 4,010 | 1,211,588.35 |
| UWT | 47,256,900 | 898,760 | 16,957 | 48,172,618 | 366,123 | 13,157.50 |
| SPXS | 39,074,605 | 310,183 | 11,161 | 39,395,949 | 168,091 | 23,437.27 |
| SHY | 38,460,742 | 206,323 | 368 | 38,667,433 | 74,956 | 51,586.84 |
| SLV | 36,661,704 | 1,711,142 | 22,276 | 38,395,121 | 1,648,147 | 2,329.59 |
| VGSH | 36,234,976 | 34,569 | 0 | 36,269,545 | 3,763 | 963,846.53 |
| SCHO | 36,222,038 | 3,260 | 0 | 36,225,298 | 5,387 | 672,457.73 |
| GDX | 34,766,055 | 1,270,539 | 184,453 | 36,221,046 | 4,779,936 | 757.77 |
| TBF | 23,944,062 | 873,729 | 136 | 24,817,927 | 61,072 | 40,637.16 |
| UCO | 24,197,831 | 400,864 | 3,848 | 24,602,542 | 159,801 | 15,395.74 |
| VXX | 20,656,992 | 2,449,872 | 71,254 | 23,178,118 | 3,234,245 | 716.65 |
| EFA | 21,903,367 | 1,147,131 | 35,397 | 23,085,895 | 2,273,390 | 1,015.48 |
| SDS | 21,391,275 | 680,754 | 8,293 | 22,080,322 | 179,469 | 12,303.14 |
| RJI | 21,629,262 | 4,490 | 45 | 21,633,797 | 7,390 | 292,744.21 |
| CHK | 18,455,409 | 2,546,540 | 49,220 | 21,051,169 | 4,440,276 | 474.10 |
Data for 2019-09-10 to 2019-09-16 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.