Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY19,509,8517,567,642243,97127,321,4636,051,028 451.52
TQQQ14,932,5434,037,751117,25119,087,5453,203,851 595.77
SQQQ14,699,1603,557,64690,57118,347,3778,736,179 210.02
QQQ11,177,3414,789,150122,39316,088,8845,191,598 309.90
SPXS12,066,4881,705,82229,17413,801,4843,810,421 362.20
UVXY10,139,5133,363,10770,88713,573,5074,340,191 312.74
VXX9,303,7953,288,86749,53112,642,1923,912,502 323.12
SPXL10,215,9291,762,62416,66611,995,219766,533 1,564.87
UPRO9,484,2171,386,47635,57610,906,270661,155 1,649.58
AAPL6,099,7664,418,604376,08510,894,45512,264,786 88.83
SPXU9,594,2131,141,37462,83910,798,4261,758,140 614.20
SDS8,433,7951,351,8067,0309,792,6311,063,940 920.41
SSO8,564,5631,118,9267,9409,691,430251,086 3,859.81
NIO4,513,7463,326,934285,9508,126,6309,376,249 86.67
SH7,514,903552,69117,6548,085,248884,029 914.59
GE4,442,1053,106,286312,1327,860,52315,232,091 51.61
KODK2,409,6233,171,4491,060,3316,641,40311,212,951 59.23
SPLG4,824,490596,0206,1555,426,665193,524 2,804.13
SRNE2,634,2232,430,759209,3265,274,3095,649,032 93.37
SLV3,550,2361,402,18232,3714,984,7886,282,924 79.34
PSQ4,202,679711,55218,4024,932,633439,351 1,122.71
VOO4,250,917561,7905,0654,817,771183,730 2,622.20
DAL1,479,0003,036,70444,0204,559,7242,951,145 154.51
QLD4,037,673499,2266,4984,543,397271,793 1,671.64
VIXY3,675,953809,5107,6844,493,147531,232 845.80

Data for 2020-09-15 to 2020-09-21 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.