Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SQQQ959,740,0582,952,361108,208962,800,6272,199,397 43,775.66
SPXS928,713,046488,74045,315929,247,101588,088 158,011.57
SH742,529,189617,319149,121743,295,628202,819 366,482.25
SPXU410,172,3231,049,451299,042411,520,817613,331 67,096.04
PSQ409,248,508295,7139,718409,553,938313,028 130,836.20
SPLG369,893,090324,8582,387370,220,335210,265 176,073.21
SDS302,937,845811,314192,166303,941,325259,740 117,017.53
QID301,608,271835,382248,359302,692,012634,592 47,698.68
FENY266,426,90391,235915266,519,05252,886 503,950.10
DGRO102,817,657339,3481,464103,158,46961,951 166,516.23
EWG77,709,528640,59621,78878,371,912218,108 35,932.62
EWU76,291,952346,0242,48276,640,458151,693 50,523.40
SPHQ73,656,06460,25170973,717,02467,706 108,878.13
EEM71,966,4931,070,01859,03473,095,5451,540,656 4,744.44
DBO65,965,78675,2014,32366,045,310106,415 62,063.91
SPTM46,080,213133,13876546,214,11778,995 58,502.58
EFA43,884,546616,7465,67644,506,968659,834 6,745.18
IYE43,090,03712,67090943,103,616294,294 14,646.45
NIO37,293,5651,805,5511,958,52541,057,6412,703,403 1,518.74
SPMD39,498,09083,0883,88639,585,06470,378 56,246.36
DXD39,503,58269,5133,77539,576,87116,625 238,056.37
GOVT36,451,489158,5376,51736,616,54332,567 112,434.50
USMV34,563,259105,8072,54634,671,61295,358 36,359.42
TBF33,920,137369,9011,17934,291,21735,456 96,714.85
FREL32,844,81956,62998732,902,43411,937 275,634.03

Data for 2020-07-07 to 2020-07-13 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.