Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 10,724,2333,773,940150,99314,649,1663,664,273 399.78
AMD 4,568,3894,005,246376,0528,949,6879,591,301 93.31
QQQ 4,145,4802,311,70273,4416,530,6232,686,237 243.11
HMNY 1,073,5774,124,612891,0326,089,22122,082,640 27.57
UVXY 4,903,677898,38142,3945,844,4521,388,995 420.77
VXX 4,418,9731,028,80741,8815,489,6611,821,112 301.45
NBEV 1,795,5541,884,332775,8174,455,7048,544,269 52.15
LDUR 4,236,180868644,237,112882 480,398.19
UCO 3,401,453645,5206,1584,053,131245,190 1,653.06
CRON 1,710,1561,779,102362,9253,852,1834,647,059 82.90
MU 2,098,8171,231,624259,5413,589,9833,050,221 117.70
DWT 2,124,6281,009,817166,2293,300,675823,747 400.69
UWT 2,910,826278,6508,4113,197,886211,122 1,514.71
USO 2,285,068714,48412,3293,011,881563,349 534.64
NVCN 196,9072,537,013268,1073,002,0273,904,290 76.89
GDX 1,911,839502,35113,2162,427,4062,050,122 118.40
DGAZ 1,485,723885,84651,6602,423,230842,209 287.72
SVXY 2,095,705319,3962,3212,417,422237,656 1,017.19
AAPL 1,634,922630,189105,5672,370,6781,702,950 139.21
IWM 1,431,695858,33016,4872,306,5121,318,517 174.93
VKTX 966,6661,039,124129,3282,135,1171,237,707 172.51
EEM 914,2251,172,67234,2942,121,1912,202,296 96.32
EWN 2,065,25030,21312,095,4647,288 28,752.25
ELAN 384,1451,381,504289,0932,054,741885,040 232.16
SCO 1,397,778459,8168,8451,866,438250,346 745.54

Data for 2018-09-17 to 2018-09-21 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.