Cboe BYX U.S. Equities Exchange Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| IAU | 52,392,284 | 940,384 | 200 | 53,332,868 | 1,057,409 | 5,043.73 |
| HMNY | 26,162,295 | 556,125 | 42,691 | 26,761,111 | 251,810 | 10,627.50 |
| USO | 23,781,667 | 1,284,608 | 9,500 | 25,075,775 | 1,974,808 | 1,269.78 |
| EEM | 19,317,700 | 1,931,847 | 29,514 | 21,279,061 | 6,149,272 | 346.04 |
| QID | 16,021,464 | 227,589 | 1,780 | 16,250,833 | 434,171 | 3,742.96 |
| NVCN | 11,852,739 | 2,439,629 | 29,283 | 14,321,650 | 1,487,541 | 962.77 |
| XLF | 12,575,767 | 796,822 | 31,523 | 13,404,112 | 4,345,298 | 308.47 |
| UGLD | 13,195,502 | 82,805 | 160 | 13,278,467 | 24,448 | 54,313.10 |
| CHK | 10,382,671 | 2,001,084 | 21,423 | 12,405,178 | 4,214,941 | 294.31 |
| BAC | 9,804,655 | 936,227 | 14,760 | 10,755,642 | 4,339,463 | 247.86 |
| GE | 7,902,009 | 1,012,214 | 22,089 | 8,936,312 | 4,111,768 | 217.34 |
| UUP | 8,356,995 | 28,582 | 1,000 | 8,386,577 | 82,332 | 10,186.29 |
| AMD | 6,782,961 | 1,503,963 | 16,207 | 8,303,131 | 3,085,517 | 269.10 |
| QQQ | 7,467,422 | 407,834 | 23,515 | 7,898,771 | 730,304 | 1,081.57 |
| SDRL | 5,825,453 | 1,674,765 | 105,779 | 7,605,998 | 851,297 | 893.46 |
| PBR | 6,551,119 | 574,969 | 5,798 | 7,131,887 | 1,735,280 | 410.99 |
| VALE | 6,651,833 | 413,918 | 8,635 | 7,074,386 | 1,655,763 | 427.26 |
| UDN | 6,810,825 | 1,720 | 0 | 6,812,545 | 27,640 | 24,647.41 |
| SPY | 5,847,042 | 858,902 | 45,167 | 6,751,111 | 1,023,679 | 659.49 |
| DWT | 6,426,218 | 281,585 | 16,830 | 6,724,633 | 372,177 | 1,806.84 |
| UVXY | 5,979,316 | 591,173 | 24,960 | 6,595,449 | 1,823,987 | 361.60 |
| GDX | 6,061,537 | 428,118 | 22,127 | 6,511,782 | 2,463,241 | 264.36 |
| TVIX | 5,420,628 | 741,808 | 46,967 | 6,209,403 | 2,246,571 | 276.39 |
| EFA | 5,357,997 | 646,799 | 15,820 | 6,020,616 | 1,462,727 | 411.60 |
| JCP | 5,236,782 | 718,559 | 27,619 | 5,982,960 | 2,369,125 | 252.54 |
Data for 2018-05-15 to 2018-05-21 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.