Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
PSQ123,905,139796,8078,087124,710,03253,675 232,342.86
SH116,093,526895,43840,711117,029,675272,244 42,987.05
UCO81,318,4501,847,606144,39083,310,4462,198,306 3,789.76
IEI78,705,6841,283,2852,74679,991,715122,216 65,451.10
SQQQ77,228,1832,108,098339,43479,675,714715,455 11,136.37
EEM60,956,5011,149,599131,62862,237,7291,573,868 3,954.44
VCIT57,988,4422,698,58974960,687,780151,529 40,050.27
SPXS55,615,389622,500281,96356,519,851210,810 26,810.80
VGIT53,885,076323,6772,44154,211,19420,337 266,564.36
SPLG50,332,041682,04753751,014,625180,914 28,198.27
SPY35,415,6154,972,5302,850,32343,238,4682,347,471 1,841.92
PFF39,794,3302,191,26557,40742,043,002158,100 26,592.66
USO39,076,8871,531,805506,26541,114,9574,544,406 904.74
BNO40,215,728730,8192,88140,949,428198,592 20,619.88
SPTI37,515,518208,4981,39637,725,41221,250 177,531.35
GOVT34,291,8561,622,5939935,914,54858,847 61,030.38
SPXU31,402,842911,711185,05532,499,608280,443 11,588.67
TQQQ26,588,4361,554,93860,73428,204,107424,708 6,640.82
QID26,535,3611,212,16278,86027,826,383123,645 22,505.06
UPRO27,069,325278,66958,87127,406,865163,135 16,800.11
SDS25,822,052761,68392,31026,676,044197,904 13,479.28
SPXL24,476,362204,06957,40824,737,839124,303 19,901.24
BND22,447,6131,067,3722,40823,517,392119,121 19,742.44
EFA22,050,7861,083,26047,14123,181,187638,803 3,628.85
PGX22,640,494460,76915,90823,117,17158,935 39,224.86

Data for 2020-04-01 to 2020-04-07 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.