Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY9,453,7094,252,842166,15413,872,7054,238,879 327.27
CHK2,499,6887,262,0171,665,76911,427,4746,696,304 170.65
DWT7,571,8813,023,829135,00510,730,7154,411,243 243.26
VXX8,717,3681,388,78851,15710,157,3143,625,201 280.19
UVXY7,615,6731,086,17021,5468,723,3891,356,287 643.18
UWT5,434,2371,940,864187,2147,562,3161,582,673 477.82
UGAZ4,705,3311,880,48991,0266,676,8452,597,088 257.09
USO4,678,6781,204,542247,9506,131,1702,313,273 265.04
CYTK5,569,616217,6211,7105,788,94629,161 19,851.67
VIXY5,193,505524,95510,4095,728,869219,219 2,613.31
TVIX3,700,3251,451,938115,3195,267,5813,726,874 141.34
QQQ3,434,7291,337,38716,9204,789,0361,445,193 331.38
AMD2,222,6782,258,596155,2634,636,5376,526,465 71.04
SVXY4,256,730187,1736144,444,517121,281 3,664.64
CTMX3,837,201294,8844974,132,58224,954 16,560.80
CBAY4,064,7432,8281184,067,69015,991 25,437.37
TQQQ2,737,868758,51427,0043,523,3861,178,136 299.06
UCO2,804,287446,30113,0903,263,678282,702 1,154.46
SQQQ2,727,136502,29720,4893,249,922792,997 409.83
AUPH3,074,234162,7513,8643,240,848184,101 1,760.36
SCO2,756,261239,44117,1903,012,892339,716 886.89
UNG2,447,550398,27588,2382,934,063294,545 996.13
SPXU2,613,049249,8495,8852,868,783315,222 910.08
UBER1,157,1951,380,911112,6122,650,7182,492,892 106.33
ACB1,706,393654,330149,7542,510,4775,571,097 45.06

Data for 2019-11-15 to 2019-11-21 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.