Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
DWT281,588,8943,286,21091,566284,966,669363,294 78,439.68
PSQ232,999,80634,7333,144233,037,68328,563 815,872.57
IAU224,908,948578,2053,977225,491,12967,191 335,597.22
USO207,457,6051,256,71622,044208,736,366572,525 36,458.91
SPTI138,117,300216,060664138,334,0256,798 2,034,922.40
SH132,164,390216,1381,514132,382,04148,749 271,558.48
GLDM72,749,054137,53236172,886,9473,292 2,214,062.79
VEA66,884,202382,79911,79067,278,791126,414 53,221.00
BNO65,587,61910,09540065,598,1146,152 1,066,289.24
UWT56,747,389802,6684,60657,554,663163,169 35,273.04
IEI50,219,10841,68138550,261,17332,819 153,146.57
SQQQ44,888,606601,97019,62645,510,202421,061 10,808.46
EWU38,012,17032,3677,59238,052,12936,223 105,049.63
QID37,669,470220,46124,19837,914,12929,397 128,972.78
SPXS35,380,601473,74936,46135,890,81166,475 53,991.44
EWG34,606,350349,1114,71534,960,17672,725 48,071.74
SCO33,004,478163,81743833,168,73353,006 62,575.43
PTLC30,885,70949,2762,85330,937,8386,279 492,719.19
SHY30,831,80244,1751,24530,877,22252,718 58,570.55
FENY30,729,5530030,729,5531,672 1,837,891.93
SPYV30,433,15764,3261,30330,498,7868,535 357,337.86
EEM29,105,192733,152128,34629,966,6901,409,963 2,125.35
VGIT28,747,00541,13142028,788,5564,588 627,475.07
GOVT23,454,026416,7881,54923,872,364193,628 12,328.98
TBF23,288,48439,4602,05023,329,9944,942 472,075.96

Data for 2019-11-15 to 2019-11-21 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.