Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
IAU219,844,2501,061,24345,040220,950,533293,061 75,394.04
PSQ206,366,543212,54320206,579,10748,535 425,629.15
DWT176,786,4641,306,082260178,092,806444,359 40,078.59
USO170,709,1821,676,0314,017172,389,2301,476,379 11,676.49
SH103,987,466168,0840104,155,55091,951 113,272.88
SPTI101,462,25417,8600101,480,1142,385 4,254,931.40
GLDM70,128,103212,888070,340,99119,907 353,348.02
SQQQ39,665,616619,34014,64040,299,596593,190 6,793.71
IEI37,123,47713,21557437,137,26644,585 83,295.43
UWT35,775,271632,4553,45936,411,185248,771 14,636.43
EEM33,148,9972,853,6958,04936,010,7414,397,514 818.89
SCO34,528,729189,5553,85634,722,14093,369 37,188.08
XLF32,023,080883,8899,61432,916,5833,237,856 1,016.62
QID32,769,680116,5713,02032,889,27151,971 63,283.89
BNO29,089,2192,950029,092,16810,688 272,194.69
SPXS26,987,898370,1368,12527,366,158242,065 11,305.29
UCO22,037,670166,2981,59022,205,55884,102 26,403.13
GBUG20,545,6600020,545,6600 n/a
EFA19,153,453800,3537,96119,961,7672,197,650 908.32
SHY19,729,16418,40616019,747,73050,664 38,977.83
VXX18,418,8741,125,823114,52719,659,2242,844,234 691.20
VGIT17,819,29340,3949417,859,7816,088 293,360.40
SLV16,874,186559,662017,433,849612,704 2,845.40
UUP17,286,34734,508017,320,85612,294 140,888.69
DXD16,790,47543,604016,834,0798,390 200,644.56

Data for 2019-11-15 to 2019-11-21 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.