Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY79,410,36625,048,118537,972104,996,45615,676,050 669.79
VXX26,178,7976,291,222245,21932,715,23911,100,457 294.72
UVXY24,612,8365,711,845241,19230,565,87216,945,894 180.37
QQQ22,858,5037,066,673315,22730,240,4039,180,033 329.41
SQQQ22,777,0666,007,035192,19228,976,29318,380,623 157.65
TQQQ18,818,6765,092,89997,15024,008,7258,059,434 297.90
SPXS20,090,8343,818,35213,46623,922,652833,874 2,868.86
SPXU17,604,7832,501,53632,89520,139,2141,092,516 1,843.38
SSO17,079,3272,305,8467,07619,392,250352,014 5,508.94
SPLG17,272,1701,372,38810,46118,655,020620,693 3,005.51
SPXL16,515,7102,046,72613,24318,575,679719,723 2,580.95
UPRO14,982,6431,374,81318,26716,375,724635,196 2,578.06
QID11,412,4232,125,633134,07913,672,1351,506,665 907.44
VOO11,145,6351,319,96021,50812,487,103570,854 2,187.44
AAPL7,567,6514,289,709264,65912,122,01910,360,214 117.01
IVV10,366,3831,345,40629,92811,741,717659,040 1,781.64
SDS10,476,7021,228,63525,43111,730,7692,168,041 541.08
IWM7,738,6532,787,607129,35110,655,6115,190,780 205.28
SPDN9,914,868613,53333,80010,562,201152,762 6,914.15
RWM9,174,3011,107,310132,09110,413,703481,801 2,161.41
TZA8,658,508855,88869,4359,583,8301,254,686 763.84
SPYG974,0136,973,44912,0927,959,554353,005 2,254.80
SLV5,414,2292,245,111161,6177,820,9574,597,613 170.11
EWZ3,633,4922,868,995133,0526,635,5384,943,495 134.23
XLF4,977,4731,124,060232,1816,333,7139,258,712 68.41

Data for 2021-03-01 to 2021-03-05 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.