Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 11,173,9181,972,277223,44213,369,6363,625,454 368.77
NVCN 433,8879,077,829343,7189,855,43414,192,820 69.44
QQQ 4,919,6912,016,02550,7646,986,4802,667,386 261.92
VXX 5,054,2501,523,893121,2176,699,3612,170,480 308.66
UVXY 3,913,6981,887,23044,8755,845,8031,783,748 327.73
UCO 3,432,661952,7143,9844,389,358307,429 1,427.76
AMD 1,760,8381,256,088109,2863,126,2123,966,570 78.81
CHK 1,364,8121,397,781217,2342,979,8274,878,848 61.08
USO 2,068,145855,00814,8972,938,050909,826 322.92
MU 1,678,6911,136,560104,7562,920,0073,799,614 76.85
EEM 1,597,9741,142,53720,3912,760,9022,913,326 94.77
HMNY 507,8691,868,750183,4562,560,0752,014,631 127.07
SPXL 2,028,977386,50366,0062,481,486340,769 728.20
BAC 1,547,020852,58446,9902,446,5943,376,132 72.47
AMAT 1,345,882909,177120,7462,375,8051,458,664 162.88
IWM 1,282,253953,05355,8182,291,1241,676,519 136.66
TVIX 1,464,196698,452112,8452,275,4933,831,353 59.39
M 985,3941,177,23493,8742,256,5021,660,716 135.88
UWT 1,746,998456,80121,8192,225,618257,285 865.04
QCOM 962,9351,160,03374,4552,197,423961,305 228.59
SPXS 1,844,187222,48312,0492,078,719331,737 626.62
XLF 1,351,030708,33518,1542,077,5192,674,373 77.68
CSCO 1,060,492793,27440,2951,894,0612,179,151 86.92
SDRL 501,749991,838397,7131,891,3014,667,460 40.52
GE 1,219,438440,797119,2621,779,4982,507,991 70.95

Data for 2018-05-15 to 2018-05-21 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.