Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
IAU141,245,825678,69019,362141,943,877102,678 138,241.76
SQQQ139,312,837844,24731,426140,188,510129,798 108,005.14
DWT103,775,602230,5331,777104,007,912108,379 95,966.85
QID102,691,863165,96224,691102,882,51619,557 526,064.92
EWG96,270,876160,48625,26896,456,63037,019 260,559.79
USO82,997,139208,01213,36483,218,514220,454 37,748.70
SPTI66,243,762136,16016266,380,08416,518 401,865.14
PTLC62,890,65533,44223762,924,3343,611 1,742,573.64
GLDM55,845,891369,95233,74656,249,5896,347 886,238.99
EEM50,910,9691,394,270137,60852,442,8471,428,515 3,671.14
PSQ50,897,93717,6436,05150,921,63210,722 474,926.62
DXD41,971,3224,04045441,975,815847 4,955,822.31
PGX37,501,4081,855,00314,18239,370,59445,255 86,997.22
FDD35,913,1470035,913,147140 25,652,247.86
FENY34,665,3322,5804034,667,9522,391 1,449,935.26
USFR34,501,92215,47913034,517,5321,872 1,843,885.26
DOG30,721,01716,6428730,737,7471,257 2,445,325.93
FREL26,044,87539,807226,084,6853,972 656,714.12
SPYG26,010,32011,8341926,022,1735,956 436,906.87
TMV25,002,00541,9513,82325,047,7798,485 295,200.70
GOVT24,244,157656,2068,19624,908,56031,061 80,192.40
SCO24,802,15390,1635524,892,37129,871 83,332.90
RJI23,795,5803,4802023,799,0804,260 558,663.85
SPXS22,982,295256,85248,18923,287,33647,770 48,748.87
EWC21,474,6659,73910121,484,50442,646 50,378.71

Data for 2020-01-15 to 2020-01-22 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.