Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
USO317,207,6472,792,30775,631320,075,5842,989,982 10,704.93
IAU259,619,3872,790,21628,922262,438,5251,033,761 25,386.77
SH258,941,277611,0572,970259,555,304131,505 197,372.95
DWT181,741,2772,697,93921,335184,460,551924,527 19,951.88
PSQ159,613,874162,3665,280159,781,52044,119 362,160.34
BIL95,596,817222,1215295,818,98921,240 451,125.18
EEM66,300,7043,619,86568,54069,989,1084,350,888 1,608.62
GLDM66,567,149416,464066,983,61244,925 149,100.97
BNO58,424,370203,3996258,627,83161,027 96,068.68
XLF51,797,9791,122,852131,16153,051,9917,019,846 755.74
USFR48,550,62934,064048,584,6934,010 1,211,588.35
UWT47,256,900898,76016,95748,172,618366,123 13,157.50
SPXS39,074,605310,18311,16139,395,949168,091 23,437.27
SHY38,460,742206,32336838,667,43374,956 51,586.84
SLV36,661,7041,711,14222,27638,395,1211,648,147 2,329.59
VGSH36,234,97634,569036,269,5453,763 963,846.53
SCHO36,222,0383,260036,225,2985,387 672,457.73
GDX34,766,0551,270,539184,45336,221,0464,779,936 757.77
TBF23,944,062873,72913624,817,92761,072 40,637.16
UCO24,197,831400,8643,84824,602,542159,801 15,395.74
VXX20,656,9922,449,87271,25423,178,1183,234,245 716.65
EFA21,903,3671,147,13135,39723,085,8952,273,390 1,015.48
SDS21,391,275680,7548,29322,080,322179,469 12,303.14
RJI21,629,2624,4904521,633,7977,390 292,744.21
CHK18,455,4092,546,54049,22021,051,1694,440,276 474.10

Data for 2019-09-10 to 2019-09-16 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.