Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY 18,220,4436,446,587269,87624,936,9065,812,522 429.02
VXX 7,045,7721,633,79125,1238,704,6862,183,548 398.65
QQQ 5,289,7071,728,33263,1107,081,1492,814,326 251.61
WFT 2,397,4053,192,915256,4545,846,7732,196,646 266.17
UCO 4,117,771831,47924,5124,973,762373,999 1,329.89
AMD 3,249,0391,579,766129,7674,958,5715,379,705 92.17
UWT 3,534,9661,050,41874,0574,659,4411,134,031 410.87
DWT 3,426,521639,43456,7414,122,696439,685 937.65
SPXU 3,748,131232,26842,7424,023,140239,796 1,677.73
EEM 1,422,3312,576,46120,5774,019,3693,539,089 113.57
UVXY 3,646,231348,26610,0614,004,558616,424 649.64
IWM 2,539,7901,316,90669,0393,925,7351,804,205 217.59
CZR 1,805,7992,048,47522,6653,876,9391,369,106 283.17
PCG 1,210,1491,785,093600,4073,595,6493,470,256 103.61
GE 2,246,0401,114,335201,3273,561,7023,853,801 92.42
SPXL 2,865,634437,14732,5923,335,373504,469 661.17
SDS 2,693,632350,78214,4563,058,870637,593 479.75
UPRO 2,693,073302,07725,3013,020,452203,469 1,484.48
IVV 2,669,873168,19734,5892,872,659171,137 1,678.57
TQQQ 2,090,763549,80098,2542,738,8171,151,682 237.81
VOO 2,273,484240,69114,7402,528,916188,938 1,338.49
USO 2,054,322427,25725,7802,507,3591,201,127 208.75
SQQQ 1,578,303772,77578,9212,429,9991,915,352 126.87
SPXS 2,156,200252,53918,6942,427,433288,819 840.47
DBEM 2,333,720202222,333,962900 259,329.11

Data for 2019-01-09 to 2019-01-15 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.