Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 14,536,2254,395,609154,03519,085,8693,472,864 549.57
HMNY 4,235,4673,367,914420,1228,023,5036,344,115 126.47
VXX 5,833,4291,731,04975,6127,640,0902,168,278 352.36
ALN 7,374,5781,2641,3707,377,21215,391 47,931.99
UVXY 4,613,7471,738,97381,6856,434,4052,607,324 246.78
QQQ 3,834,5192,398,39845,7166,278,6332,151,720 291.80
UCO 2,671,134964,19718,1713,653,503423,577 862.54
USO 2,574,4541,056,24514,6023,645,3011,312,309 277.78
INTC 1,806,9391,708,19624,5603,539,6951,217,935 290.63
LBTYK 1,659,1061,718,9772,5433,380,626169,977 1,988.87
BAC 2,156,0551,055,927108,7983,320,7804,993,911 66.50
ORCL 1,768,8741,075,49723,8112,868,1821,674,376 171.30
XLF 2,052,684607,53831,3492,691,5703,460,692 77.78
UWT 2,028,353597,06120,8762,646,289478,372 553.19
FOXA 841,6841,607,99912,7612,462,4431,263,361 194.91
IWM 1,523,098841,08334,9762,399,1581,401,594 171.17
TUR 2,291,48268,6325692,360,68387,670 2,692.69
MSFT 1,539,326533,51416,8612,089,7021,766,408 118.30
AMD 1,374,274650,38658,1952,082,8552,686,684 77.53
DGAZ 1,406,016655,31213,4412,074,769508,732 407.83
GBF 2,040,000002,040,0000 n/a
IVV 1,283,848653,1815,7551,942,784175,695 1,105.77
GE 1,283,301491,957110,1261,885,3841,925,401 97.92
SPXU 1,665,290200,0768,1571,873,523300,389 623.70
XLI 704,8861,143,2832,6241,850,793818,711 226.06

Data for 2018-07-10 to 2018-07-16 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.