Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
DWT8,038,7741,702,81231,5309,773,1161,572,938 621.33
USO7,305,6832,191,99137,7689,535,4422,034,634 468.66
VXX7,989,9131,009,76567,8769,067,5542,541,491 356.78
SPY5,836,9942,621,66465,0248,523,6823,854,771 221.12
GLD6,575,8241,333,51011,4277,920,762930,338 851.39
UWT5,983,2121,638,64326,0507,647,9051,299,789 588.40
UCO5,949,9771,094,37913,8247,058,180434,540 1,624.29
SLV5,310,907935,36644,0806,290,3532,576,899 244.11
UGAZ4,363,1781,245,74520,6745,629,5981,497,868 375.84
SCO4,207,199628,53815,9854,851,722225,208 2,154.33
UVXY3,801,857736,86615,1534,553,877871,462 522.56
SVXY4,065,544206,4405,8884,277,873128,360 3,332.72
IFV3,849,7600203,849,7802,389 161,146.09
UNG2,551,494470,3463,2013,025,040161,887 1,868.61
TVIX1,728,5631,125,41957,6402,911,6221,644,534 177.05
BHGE1,094,8511,619,9771,6882,716,515190,520 1,425.84
QQQ1,706,689892,11930,6672,629,4751,532,969 171.53
AMD1,610,486912,88649,7382,573,1094,162,016 61.82
SLS748,2951,436,177333,5062,517,9773,928,329 64.10
BNO2,139,925209,417512,349,39250,175 4,682.40
TRNX876,497631,579739,9162,247,9914,093,888 54.91
IAU1,923,546304,95817,7252,246,2292,218,092 101.27
TGB1,915,330160,9692392,076,53864,321 3,228.40
IWM1,255,031697,55415,7671,968,3521,224,575 160.74
TQQQ1,037,848795,67331,1461,864,6671,269,462 146.89

Data for 2019-07-15 to 2019-07-19 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.