Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
DWT13,058,9795,492,413118,52618,669,9193,864,954 483.06
SPY11,522,7234,392,065108,72216,023,5104,577,325 350.06
USO8,990,8013,327,42648,03512,366,2622,643,613 467.78
UWT7,903,1342,416,60274,54510,394,2822,278,270 456.24
VXX7,878,1331,324,77630,5879,233,4952,198,459 420.00
UCO5,993,6461,270,76830,0137,294,427615,628 1,184.88
UVXY5,324,8491,250,99524,8066,600,6491,237,696 533.30
UGAZ4,314,3171,700,14716,8116,031,2761,610,012 374.61
QQQ4,078,7851,905,94334,8576,019,5851,952,340 308.33
GLD4,812,5521,166,0239,5945,988,169946,896 632.40
IWM2,955,4212,472,69043,0665,471,1772,995,309 182.66
TVIX2,988,9221,979,41689,4795,057,8172,798,708 180.72
SLV3,185,321833,94541,2244,060,4902,016,784 201.33
SCO3,386,005575,43861,5974,023,039448,703 896.59
TLT2,251,9021,617,68144,8463,914,429929,347 421.20
XOP1,779,5291,938,10786,2233,803,8604,101,357 92.75
SPXU3,429,840327,48510,0553,767,380420,388 896.17
SDS2,986,112553,3525,5913,545,055346,243 1,023.86
GDX2,564,628865,17857,8243,487,6302,615,147 133.36
AMD1,997,2731,380,77240,5383,418,5834,193,902 81.51
SH3,072,942279,7564,1373,356,835189,118 1,774.99
VIXY2,671,793498,16139,3953,209,349270,386 1,186.95
SQQQ2,389,059676,70618,3473,084,1111,108,213 278.30
TQQQ2,168,241736,13530,8322,935,2071,321,102 222.18
BNO2,597,220251,0927682,849,08045,351 6,282.29

Data for 2019-09-10 to 2019-09-16 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.