Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY34,812,93213,839,185206,93748,859,0545,715,421 854.86
TZA31,100,8412,299,33446,92133,447,0972,872,578 1,164.36
UVXY18,902,9105,528,853392,41824,824,1819,795,526 253.42
PLTR9,825,73613,426,1551,222,41124,474,30230,201,293 81.04
VXX18,689,4913,392,851109,86222,192,2047,514,516 295.32
SQQQ12,398,8138,796,37884,01921,279,20910,335,480 205.89
AMC9,541,0935,752,317455,66615,749,07516,564,906 95.07
RWM15,064,810576,9081,83115,643,549129,500 12,079.96
CTXR10,673,0483,188,237309,73214,171,0169,400,015 150.76
QQQ8,640,6993,202,87087,00411,930,5744,540,679 262.75
SPXS10,290,6201,322,4775,22611,618,323637,650 1,822.05
AAPL6,374,5814,487,733189,58611,051,90011,408,775 96.87
SPXL9,394,5801,185,8649,98910,590,432634,917 1,668.00
SOS4,224,0385,111,658777,71010,113,40613,391,756 75.52
SNDL3,785,3272,043,5804,060,3439,889,25050,986,026 19.40
SPXU8,732,5621,100,49525,5719,858,628801,708 1,229.70
UPRO8,809,366791,81217,0739,618,251484,260 1,986.17
PSQ8,672,903478,2756,6399,157,817356,074 2,571.89
SDS7,922,2421,196,77317,8439,136,8591,111,771 821.83
CCL4,804,8933,787,354142,5258,734,7726,683,470 130.69
TQQQ6,747,5891,840,15873,2518,660,9983,713,698 233.22
NIO4,661,6422,856,182262,9387,780,7637,809,259 99.64
SSO6,929,525435,9278,4047,373,855152,005 4,851.06
SPLG6,788,678459,9182,4977,251,093241,431 3,003.38
CCIV3,499,1073,070,933380,7386,950,77812,441,248 55.87

Data for 2021-02-17 to 2021-02-23 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.