Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
USO368,454,9682,677,32223,444371,155,734975,422 38,050.79
IAU331,867,2711,519,55919,419333,406,249493,719 67,529.56
SH209,696,740649,255382210,346,37845,380 463,522.21
DWT178,620,3801,711,69356,740180,388,813352,377 51,191.99
PSQ154,808,68040,275440154,849,39532,717 473,299.49
BNO143,870,352309,540376144,180,26796,037 150,129.92
GLDM111,990,887538,687110,852112,640,42660,736 185,459.08
EWA94,949,703346,98714,80795,311,49763,043 151,184.90
SLV80,972,0901,263,002318,77882,553,8701,205,711 6,846.90
EEM47,659,2131,104,345115,22248,878,7801,573,121 3,107.12
DBO42,499,04561,7311242,560,78718,269 232,967.25
SPXS35,491,427188,00930,52835,709,96468,902 51,827.18
EWC34,298,48717,52116834,316,17639,202 87,536.80
UWT33,228,001666,87034,39933,929,269247,408 13,713.89
RJI33,613,003239,343033,852,3462,397 1,412,279.77
SPHQ33,469,89722,709333,492,6085,131 652,750.11
VT32,453,38244,28333132,497,99529,396 110,552.44
SCO32,146,959145,2088,38632,300,55426,980 119,720.36
UCO30,910,507299,18514,40531,224,09792,725 33,673.87
EWG29,271,602155,94199229,428,535210,864 13,956.17
DGRO24,995,02610,4905,81125,011,32613,914 179,756.55
PTLC22,681,88638,9881,87422,722,7484,482 506,977.87
VXX19,230,670826,115267,11520,323,901775,167 2,621.87
EWU19,123,85571,54463619,196,03523,617 81,280.58
SDS18,626,850126,86811,37518,765,09345,568 41,180.42

Data for 2019-07-16 to 2019-07-22 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.