Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 48,563,30215,566,479460,00564,589,7858,417,469 767.33
CBND 30,812,1847,60010730,819,891120 25,683,242.50
QQQ 16,225,7847,664,669170,82624,061,2795,116,276 470.29
SPXU 18,142,3582,074,45417,08720,233,899786,600 2,572.32
DGAZ 9,335,7827,177,659663,20017,176,6407,410,078 231.80
SDS 14,947,9061,146,33014,00716,108,2421,009,902 1,595.03
VXX 11,844,2902,523,29160,06214,427,6433,101,830 465.13
SPXS 13,118,990618,59031,43513,769,016580,487 2,371.98
UPRO 8,733,7141,331,57440,80710,106,095647,457 1,560.89
UVXY 8,710,4471,055,52616,6379,782,610922,788 1,060.11
DWT 6,813,1241,575,84315,6868,404,653765,026 1,098.61
USO 6,345,4461,301,74269,2067,716,3942,302,006 335.20
UNG 5,468,1292,006,256101,1497,575,5351,652,599 458.40
GE 3,904,6402,947,148402,6257,254,4136,476,880 112.00
UCO 4,904,2421,471,69024,8596,400,791587,317 1,089.84
AMD 3,536,2112,136,748174,2315,847,1906,389,656 91.51
IVV 5,225,807449,30118,4925,693,599287,637 1,979.44
SCO 4,490,636972,68125,8635,489,180289,784 1,894.23
IWM 3,760,8271,581,03934,5265,376,3921,760,861 305.33
EEM 3,542,8621,711,68627,8025,282,3494,806,325 109.90
HMNY 1,252,9582,678,5651,249,2325,180,7559,116,992 56.83
SQQQ 3,198,6881,449,26874,6734,722,6292,972,036 158.90
UWT 3,634,3601,010,31626,5284,671,204726,582 642.90
SPXL 3,861,102311,15525,9784,198,236428,710 979.27
VOO 3,786,848403,7555,3304,195,933238,615 1,758.45

Data for 2018-11-12 to 2018-11-16 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.