Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
USO 136,825,9661,965,05221,017138,812,0341,654,744 8,388.73
EEM 88,376,3515,163,74545,28693,585,3825,645,222 1,657.78
IAU 80,163,6191,590,3874081,754,046357,557 22,864.62
DWT 72,900,7901,158,81612,79174,072,397168,057 44,075.76
GLDM 64,412,132616,272065,028,40422,031 295,167.74
SH 45,137,213166,6708,04145,311,925206,502 21,942.61
SQQQ 38,124,838601,99630,94038,757,7751,361,353 2,847.00
SDOW 32,620,449214,2477,35032,842,046177,417 18,511.22
EFA 27,629,3821,177,28821,12128,827,7921,745,081 1,651.95
GE 27,088,8571,581,33533,87828,704,0705,451,809 526.51
SPY 22,225,3394,283,64174,53826,583,5181,824,779 1,456.81
GG 21,987,067616,71015,18522,618,9622,931,336 771.63
GDX 20,913,729718,81614,17721,646,7222,423,815 893.08
AMD 19,680,7641,074,99428,38020,784,1372,089,682 994.61
UWT 20,136,227504,5214,00920,644,757160,819 12,837.26
XLF 19,496,382889,0476,65420,392,0835,362,527 380.27
BAC 16,699,9991,021,27330,87517,752,1485,339,997 332.44
SCO 16,450,831189,00118216,640,01446,947 35,444.25
PSQ 16,024,32746,0243,43416,073,78550,737 31,680.60
EWZ 15,208,556658,54218,50715,885,6051,893,119 839.12
UCO 15,466,436170,3513,47415,640,26099,602 15,702.76
ACB 13,257,0821,037,24282,37514,376,6992,348,428 612.18
ECA 13,543,209665,8771,31914,210,4042,096,642 677.77
VALE 13,033,918753,20215,18813,802,3081,550,347 890.27
VXXB 12,980,550736,05625,73113,742,3381,292,088 1,063.58

Data for 2019-03-11 to 2019-03-15 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.