Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
RAD 2,282,1141006222,282,8360 n/a
VNM 2,009,897002,009,8970 n/a
APRN 1,929,500001,929,5000 n/a
EBAY 1,695,24960,4112,7731,758,433420,109 418.57
IBKR 1,607,46711,90051,6001,670,96718,200 9,181.14
HPQ 1,287,601901,0561,288,7470 n/a
MAT 1,091,02430,5489501,122,523183,358 612.20
QQQ 1,075,5658,46533,7681,117,798694,374 160.98
SPY 1,017,53411,42744,5071,073,468668,064 160.68
ORCL 885,1180417885,5350 n/a
C 780,27814,9865,590800,854511,837 156.47
T 774,73145390775,1660 n/a
JPM 690,6869,5178,341708,545498,289 142.20
BAC 610,85881,1175,357697,331564,749 123.48
M 635,82000635,8200 n/a
DB 624,36383167624,6130 n/a
CBOE 619,9601,0120620,972410,091 151.42
UAA 619,58767267619,9210 n/a
S 569,371488380570,23960 950,398.33
GE 457,07279,615838537,525339,521 158.32
DIA 518,0051,0250519,030414,265 125.29
INTC 505,619803,494509,19394 541,694.68
X 481,33012,4471,372495,150271,518 182.36
INDA 478,2541,556360480,170352,170 136.35
MS 466,0873,6403,207472,934492,881 95.95

Data for 2019-03-18 to 2019-03-22 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.