Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 12,139,2425,976,188138,24418,253,6744,362,226 418.45
VXXB 5,534,9281,191,23727,4226,753,5871,613,571 418.55
GE 2,057,6621,663,418271,8223,992,9013,869,305 103.19
UWT 2,577,4671,081,15733,7573,692,381639,664 577.24
QQQ 2,662,802919,52645,5763,627,9041,789,071 202.78
USO 2,349,7571,248,96617,1813,615,905706,977 511.46
UVXY 3,024,568410,06811,1653,445,802507,775 678.61
UCO 2,661,215419,39719,4513,100,063199,140 1,556.73
RODM 3,014,5908,5476,5783,029,71512,546 24,148.85
DWT 2,014,204858,27031,5002,903,975564,053 514.84
SVXY 2,326,053329,9322,8572,658,842113,964 2,333.05
NVAX 515,6541,809,524165,4622,490,6401,514,507 164.45
IWM 1,687,500774,30012,4582,474,2581,182,833 209.18
VIXY 2,036,762354,1792,4232,393,364158,972 1,505.53
SCO 1,643,911659,9402,1472,305,997166,615 1,384.03
AMD 1,494,534711,67464,1172,270,3252,441,731 92.98
RAD 901,9861,030,884228,3062,161,1761,592,989 135.67
ACB 887,9401,011,653205,0602,104,6534,902,533 42.93
VTC 1,878,06086001,878,920320 587,162.50
SNAP 1,172,285611,46077,3361,861,0811,848,277 100.69
PBR 1,540,090268,1227,0111,815,222585,911 309.81
INTC 1,062,598723,95519,1551,805,708982,817 183.73
TQQQ 1,091,935626,99247,4221,766,3491,285,666 137.39
FOXA 328,9501,369,6436,6371,705,229663,311 257.08
ACWI 1,578,879109,7511,5541,690,184147,871 1,143.01

Data for 2019-03-12 to 2019-03-18 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.