Cboe BYX U.S. Equities Exchange Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| SQQQ | 1,712,944,394 | 1,740,640 | 101,929 | 1,714,786,963 | 3,511,102 | 48,839.00 |
| SPXS | 1,423,353,525 | 1,338,000 | 7,707 | 1,424,699,232 | 760,953 | 187,225.65 |
| SH | 1,120,639,283 | 565,570 | 19,245 | 1,121,224,098 | 249,158 | 450,005.26 |
| PSQ | 710,400,886 | 546,096 | 4,925 | 710,951,907 | 208,313 | 341,290.23 |
| SPXU | 626,591,385 | 1,132,444 | 28,443 | 627,752,272 | 630,232 | 99,606.54 |
| QID | 534,673,934 | 593,989 | 6,842 | 535,274,765 | 405,097 | 132,134.96 |
| SDS | 458,420,250 | 722,277 | 29,832 | 459,172,359 | 270,141 | 169,975.07 |
| SPLG | 360,564,345 | 237,115 | 464 | 360,801,924 | 50,337 | 716,772.80 |
| FENY | 166,675,931 | 34,708 | 0 | 166,710,639 | 18,767 | 888,318.00 |
| DBO | 107,741,838 | 133,441 | 1,085 | 107,876,363 | 91,421 | 117,999.54 |
| EEM | 104,158,416 | 2,863,070 | 11,821 | 107,033,307 | 3,111,791 | 3,439.60 |
| DXD | 80,235,725 | 68,194 | 5,373 | 80,309,292 | 38,842 | 206,758.90 |
| DGRO | 60,703,057 | 156,020 | 472 | 60,859,550 | 36,701 | 165,825.32 |
| NIO | 42,310,477 | 3,514,667 | 978,199 | 46,803,343 | 4,684,967 | 999.01 |
| SDOW | 43,999,434 | 277,433 | 17,082 | 44,293,949 | 108,721 | 40,740.93 |
| BNO | 42,001,243 | 56,384 | 541 | 42,058,167 | 29,968 | 140,343.59 |
| TBF | 35,863,720 | 227,015 | 20 | 36,090,755 | 28,664 | 125,909.70 |
| SPHQ | 35,186,744 | 6,007 | 160 | 35,192,911 | 6,642 | 529,854.13 |
| DOG | 33,874,648 | 51,424 | 1,130 | 33,927,203 | 9,467 | 358,373.33 |
| UPRO | 30,028,788 | 766,076 | 21,160 | 30,816,025 | 104,494 | 29,490.71 |
| EFA | 29,313,970 | 660,690 | 13,927 | 29,988,586 | 2,080,292 | 1,441.56 |
| UNG | 28,430,613 | 750,235 | 5,620 | 29,186,467 | 249,239 | 11,710.23 |
| TZA | 28,746,682 | 321,089 | 19,009 | 29,086,780 | 470,445 | 6,182.82 |
| TWM | 24,922,506 | 45,668 | 933 | 24,969,107 | 61,552 | 40,565.87 |
| SPTM | 24,265,353 | 4,150 | 415 | 24,269,917 | 5,095 | 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.