Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
T 9,242,66010,18118,2699,271,1100 n/a
SRCI 1,529,535833501,529,96833 4,636,266.67
BAC 367,601117,295485,017969,912587,500 165.09
QQQ 850,5992,2189,451862,267608,904 141.61
SPY 813,52211,5967,358832,476542,108 153.56
CBOE 702,58690226703,513418,261 168.20
FHN 641,0566031,592643,2500 n/a
INDA 584,9871,2060586,192334,200 175.40
JPM 530,7901,4671,065533,322431,648 123.55
C 520,4713,4589,003532,932476,335 111.88
MS 416,6079,72729,739456,072468,053 97.44
ORCL 352,2892,99317,670372,9510 n/a
RIO 362,0841,42920363,533419,041 86.75
CSCO 308,20314,09634,437356,737478,364 74.57
DIA 310,8572,5081,607314,973299,841 105.05
SDS 296,1941,4830297,677273,851 108.70
SCHW 288,3311,6633,414293,409334,308 87.77
SBUX 277,8782,5581,737282,173302,600 93.25
BK 260,6422,0212,561265,225293,370 90.41
GE 144,53650,86569,273264,675345,056 76.70
AAPL 244,0892,0655,572251,72614,947 1,684.12
EBAY 201,2557,85338,087247,195314,010 78.72
TXN 225,83080191226,723231,860 97.78
X 209,7742,5314,790217,094235,504 92.18
V 212,7701,166232214,167251,901 85.02

Data for 2019-01-14 to 2019-01-18 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.