Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SQQQ 610,032,3381,554,30118,821611,605,4601,114,942 54,855.36
DWT 203,288,7151,048,9386,176204,343,829141,832 144,074.56
USO 179,356,6361,193,82111,702180,562,1601,433,825 12,593.04
SH 127,617,396298,6331,333127,917,362157,917 81,002.91
EEM 119,106,0913,865,961210,836123,182,8895,557,730 2,216.42
PSQ 70,464,34158,51943970,523,29964,513 109,316.42
IAU 69,229,385697,32538269,927,092416,388 16,793.73
XLF 42,268,620834,039107,02043,209,6803,872,946 1,115.68
EFA 34,390,181566,29545,75235,002,2281,594,002 2,195.87
GLDM 32,513,609226,074032,739,68344,217 74,043.20
TZA 27,697,21098,8812,73727,798,827261,528 10,629.39
VXX 25,777,9681,294,81858,02427,130,8102,449,827 1,107.46
VALE 25,817,806990,43051,67126,859,9071,909,244 1,406.83
SCO 25,946,126172,5451,90626,120,57760,317 43,305.50
EWZ 25,203,662548,28274,37025,826,3141,888,232 1,367.75
DGRO 25,127,0275,65035125,133,02916,164 155,487.68
SPY 21,820,6552,544,733165,17224,530,5601,884,732 1,301.54
BBD 23,773,049640,97053,41224,467,4311,722,668 1,420.32
SDOW 22,957,18984,69326,10023,067,98188,755 25,990.63
FXI 20,839,158534,298150,82221,524,2772,129,412 1,010.81
BAC 20,267,682738,923233,01221,239,6184,811,396 441.44
S 19,658,6101,129,70992,24120,880,5603,216,851 649.10
PBR 18,863,008510,93027,50419,401,4421,481,884 1,309.24
AMD 18,306,358713,11257,39519,076,8651,152,624 1,655.08
SPXS 18,457,923536,88736,94819,031,758249,287 7,634.48

Data for 2019-05-16 to 2019-05-22 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.