Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SH398,539,2451,152,307749399,692,30061,221 652,867.97
USO324,529,0782,005,09249,607326,583,777598,681 54,550.55
PSQ307,241,48790,9215,824307,338,23129,573 1,039,252.80
IAU268,171,5141,628,77459,583269,859,871228,579 118,059.78
DWT238,003,3054,154,04610,476242,167,826387,792 62,447.87
BNO111,163,750439,399508111,603,657140,780 79,275.22
SHY83,443,190990,29134,81884,468,29889,150 94,748.51
VGSH80,776,956238,33721,41181,036,7048,706 930,814.43
RJI71,108,60930,8806071,139,549140 50,813,963.57
GLDM70,068,28954,320070,122,6095,426 1,292,344.43
SPXS60,644,853632,37823,12261,300,35471,813 85,361.08
SCHO55,635,59588,2721,35255,725,21919,816 281,213.26
UWT52,100,7271,122,98844,52653,268,241238,477 22,336.85
TBF45,075,1111,007,42362246,083,15630,777 149,732.45
EEM44,294,5431,396,678130,06745,821,2871,690,714 2,710.17
EWG35,735,85619,5404,02735,759,42347,599 75,126.42
DBO33,496,80798,22239933,595,42820,561 163,393.94
SDS30,371,209506,12125,46330,902,79468,095 45,381.88
QID29,576,589163,56022,38429,762,53260,975 48,811.04
SLV27,601,4721,003,209415,53229,020,213739,613 3,923.70
PGX27,885,805970,8736,11828,862,796117,121 24,643.57
USFR25,171,6304401,18925,173,259380 6,624,541.84
ITE23,912,462100,83461724,013,91310,003 240,067.11
TWM23,559,92140,23311,03223,611,18541,707 56,612.04
TMV23,290,35181,2608223,371,69325,693 90,965.22

Data for 2019-09-09 to 2019-09-13 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.