Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY2,172,38467,9221,4602,241,766694,360 322.85
XOP1,637,6832,5035561,640,7421,022 160,542.27
AAPL1,171,96730,8834201,203,27090,975 1,322.64
INDA773,0331,0730774,106307,725 251.56
QQQ767,7163,9502,272773,939628,930 123.06
CBOE712,2701,1670713,437348,328 204.82
DIA411,2261,4013412,630337,658 122.20
C380,3156,645300387,260371,644 104.20
JPM322,6651,694760325,118318,377 102.12
MS295,8221,999635298,456356,526 83.71
SBUX235,9974,416338240,750235,505 102.23
CSCO231,7913,4682,279237,538295,110 80.49
BAC208,1614,4723,167215,799364,540 59.20
SCHW193,8491,46151195,361211,513 92.36
TXN190,3911,081347191,819177,046 108.34
RIO189,6401,3130190,953205,612 92.87
V184,7441,49739186,280178,720 104.23
EBAY174,1042,4430176,547206,273 85.59
NFLX168,6974,847492174,036150,533 115.61
BK167,9942,308855171,157198,816 86.09
INTC168,030050168,0800 n/a
PBR157,9782,381622160,981257,619 62.49
SDS155,3771,9720157,349230,482 68.27
X142,6393,38714146,039199,645 73.15
GE125,57711,71230137,319254,677 53.92

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.