Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
NIO13,913,25215,076,6972,133,16531,123,11547,562,209 65.44
SPY13,588,0014,670,222214,55118,472,7745,333,888 346.33
SQQQ12,224,2201,754,911105,27714,084,4087,206,949 195.43
VXX10,198,5101,801,25485,30712,085,0702,459,714 491.32
SPXL9,724,4151,434,21519,29011,177,9201,053,658 1,060.87
UPRO9,712,8781,281,40716,16111,010,447944,819 1,165.35
SPXU9,375,0721,192,99563,23310,631,3002,805,377 378.96
TOPS4,580,9034,573,901894,82610,049,6307,999,705 125.63
UVXY6,549,4853,393,31290,96010,033,7572,640,525 379.99
SPXS8,702,614940,947127,1179,770,6772,686,414 363.71
QQQ6,567,5492,346,55173,9228,988,0223,598,225 249.79
VAL8,637,764113,617196,3168,947,696446,055 2,005.96
SDS7,771,1181,005,61025,1758,801,9031,059,052 831.11
TQQQ5,269,4901,392,971146,2076,808,6672,381,520 285.90
SH5,138,632592,59351,4955,782,719861,166 671.50
AAL2,586,2751,980,270172,3374,738,8826,590,651 71.90
IWM2,707,5941,939,76032,1934,679,5462,365,642 197.81
CCL1,841,2582,488,261209,1464,538,6654,191,781 108.28
AMD1,926,9372,420,466109,3674,456,7703,188,226 139.79
ZOM872,6002,313,4521,251,3374,437,3893,953,823 112.23
SPLG3,867,618322,0215,4654,195,103215,678 1,945.08
VOO3,217,132909,4443,7474,130,323209,184 1,974.49
SVXY3,727,775357,3293,7054,088,810253,175 1,615.01
QID3,444,359577,86034,0284,056,248769,234 527.31
PSQ3,285,487614,67811,5263,911,692339,821 1,151.10

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.