Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 22,370,8007,214,929235,12829,820,8577,029,496 424.22
VXX 16,369,7822,856,774103,75819,330,3142,857,373 676.51
QQQ 6,497,0922,211,02692,6178,800,7353,078,718 285.86
UVXY 7,279,957925,26148,1838,253,4021,250,712 659.90
SVXY 7,653,421514,05013,0778,180,548239,830 3,410.98
TVIX 5,513,9991,886,070112,6477,512,7152,352,630 319.33
SPXU 5,959,848819,42831,2026,810,4781,238,794 549.77
VIXY 6,203,309315,84012,0546,531,203135,599 4,816.56
UPRO 5,399,908821,31027,1336,248,351745,299 838.37
UBER 1,907,3433,066,379424,4175,398,1392,259,306 238.93
UWT 4,480,762836,5557,6675,324,984413,502 1,287.78
SPXL 4,585,845708,12225,8775,319,844501,042 1,061.76
AMD 2,733,3631,508,187100,4704,342,0204,739,656 91.61
IVV 3,673,709478,9289,1144,161,751263,039 1,582.18
TQQQ 2,707,3021,206,70781,2303,995,2381,315,123 303.79
SPXS 3,316,208534,01420,4593,870,681606,544 638.15
SDS 3,231,143524,28213,6643,769,090450,661 836.35
VOO 3,167,873423,8793,5273,595,279210,341 1,709.26
IWM 2,385,208986,27623,1303,394,6141,630,723 208.17
UCO 2,785,360574,1122,3083,361,781181,801 1,849.15
LK 1,854,3941,397,855101,5713,353,8201,676,746 200.02
GLD 1,222,7682,025,3183,7373,251,823589,969 551.19
USO 2,620,608616,1396,6903,243,4371,654,103 196.08
DWT 2,208,984779,59344,4103,032,987566,408 535.48
HK 1,062,9381,670,476293,4773,026,8911,340,085 225.87

Data for 2019-05-13 to 2019-05-17 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.