Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
RAD 6,997,69931,96807,029,66722,162 31,719.46
APRN 7,011,796007,011,7960 n/a
P 3,744,874003,744,8740 n/a
DB 3,137,215003,137,2150 n/a
AON 2,855,200002,855,2000 n/a
T 2,506,3002631,0592,507,6210 n/a
CHK 2,351,034002,351,0340 n/a
EBAY 2,009,917123,59502,133,512474,051 450.06
GE 1,566,095318,6784,9151,889,688379,288 498.22
S 1,632,141147,34401,779,485138,429 1,285.49
WFT 1,711,667001,711,6670 n/a
ORCL 1,407,43630,3511001,437,88761,415 2,341.26
IRBT 1,269,549001,269,5490 n/a
SPY 1,108,02325,87274,2251,208,121615,685 196.22
SPYD 1,168,200001,168,2000 n/a
QQQ 1,127,91512,37301,140,288620,486 183.77
BAC 927,307155,00117,8541,100,162687,905 159.93
LTHM 1,079,000001,079,0000 n/a
MAT 992,92781,25001,074,177241,628 444.56
HPQ 924,89098,94101,023,83190,201 1,135.06
TECS 1,023,000001,023,0000 n/a
INTC 832,11520,017600852,73275,135 1,134.93
MS 527,212193,2841720,497574,791 125.35
HD 693,74400693,7440 n/a
INDA 673,6971,2620674,959363,291 185.79

Data for 2018-11-07 to 2018-11-13 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.