Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
PSQ4,355,920,383577,5081,1464,356,499,036192,197 2,266,684.20
TZA3,386,368,52312,098,6459,2473,398,476,4151,544,476 220,040.74
SPDN2,380,340,121658,7242602,380,999,10541,394 5,752,039.20
SDS2,106,078,9411,689,71316,1672,107,784,822314,199 670,843.90
RWM2,006,384,3161,483,4348492,007,868,59969,159 2,903,264.36
SH1,139,702,626586,2855321,140,289,443175,347 650,304.51
TWM334,196,459272,2342,152334,470,84468,837 485,888.18
SPLG331,057,131247,7155,120331,309,96640,929 809,474.86
SQQQ273,949,9946,826,690100,243280,876,9284,087,306 6,871.93
SRTY272,272,012496,8684,329272,773,20983,307 327,431.32
SCO210,738,804186,987130210,925,92293,574 225,410.82
DXD177,891,000167,700463178,059,16347,753 372,875.34
EEM140,640,5644,066,58013,293144,720,4372,139,637 6,763.78
SDOW127,272,215299,17815,487127,586,881112,472 113,438.79
DGRO92,745,39033,8493,88392,783,12217,644 525,862.17
IAU90,084,905989,4511,32091,075,676467,618 19,476.51
SGOL90,316,507207,074090,523,58266,742 135,632.11
BNO74,456,09682,87750474,539,47731,612 235,794.88
SHY68,474,093779,8941,57269,255,559108,608 63,766.54
FENY68,465,77822,5873468,488,40019,345 354,036.70
QID64,858,409340,88335,01565,234,306136,787 47,690.43
GLDM61,574,627158,3953,66061,736,682101,795 60,648.05
ZSL60,605,155140,63574060,746,53031,111 195,257.40
AAAU59,625,7155,5211,23359,632,47023,726 251,338.07
SNDL47,700,3575,494,748639,97353,835,07813,111,204 410.60

Data for 2021-02-17 to 2021-02-23 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.