Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY13,846,6245,971,869399,61220,218,1055,945,269 340.07
VXX8,354,9453,109,735115,73311,580,4133,326,785 348.10
AMC4,848,0724,181,347383,7279,413,1464,843,901 194.33
TRCH3,957,6123,798,173217,5757,973,3593,495,205 228.12
UVXY5,478,1082,055,11736,3287,569,5533,209,154 235.87
QQQ4,776,8221,597,005113,9326,487,7592,806,771 231.15
GLV5,972,3351,5141,0295,974,8793,072 194,494.76
WISH3,349,3492,208,506224,5645,782,4193,332,052 173.54
IWM3,648,3411,708,932131,6885,488,9612,698,260 203.43
TQQQ3,728,6761,186,38126,0254,941,0831,949,089 253.51
XLF3,202,6631,060,581413,9974,677,2426,268,178 74.62
PSEC4,650,87613,5411,7504,666,16885,482 5,458.66
SPXL3,562,420880,21114,3584,456,989717,552 621.14
AAPL2,394,2101,546,047210,3794,150,6364,523,702 91.75
SPXS3,407,063709,11310,9134,127,089336,456 1,226.64
TLT2,731,8511,281,82658,6774,072,3532,342,348 173.86
UPRO3,120,912637,04116,2003,774,154501,477 752.61
IVV2,944,835670,06512,9573,627,857724,757 500.56
VOO2,724,868853,8349,2303,587,932596,241 601.76
SNDL1,573,8031,678,552140,5583,392,9132,002,578 169.43
VIXY2,538,812523,3202,6493,064,781661,524 463.29
SLV2,206,987596,920103,4782,907,3852,751,616 105.66
SSO2,203,106663,2044,6432,870,953190,508 1,507.00
GLD2,162,855635,84044,2412,842,9361,323,324 214.83
F2,054,325569,224172,1462,795,6943,110,327 89.88

Data for 2021-06-17 to 2021-06-23 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.