Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
AAPL3,899,50845,9137,8083,953,22952,515 7,527.81
FB2,574,4224856,4872,581,3943,230 79,919.32
BAC872,814132,206109,0151,114,035127,495 873.79
AMAT1,023,2791,1502,9271,027,355326 315,139.57
CBOE733,751981164734,895346,723 211.95
INDA704,9908230705,813268,335 263.03
GE641,67857,5916,388705,65760,301 1,170.22
C458,7166,1777,279472,17248,560 972.35
SPY213,63438,24717,437269,31891,326 294.90
INTC144,5232972,717147,537871 16,938.81
CSCO77,8766,77621,176105,82859,047 179.23
FCF105,30317117105,4360 n/a
BYND100,964062101,026184 54,905.43
QQQ83,6769,2244,80397,70357,141 170.99
AA77,7373,69165782,08520,285 404.66
IBM50,3865,9092,34558,64022,769 257.54
AMD36,9381,62514,50353,0661,362 3,896.18
MSFT38,7094,4538,04751,20924,629 207.92
MS28,9122,3407,93239,18446,521 84.23
F34,6502,10172037,47146,087 81.30
NFLX27,7691,7097,42936,90739,856 92.60
UBER27,3262,1005,54634,9721,226 2,852.53
SAN33,0630033,0630 n/a
SBUX27,3431,5793,17332,09538,877 82.56
DIA29,5641,17188431,61943,293 73.03

Data for 2019-11-13 to 2019-11-19 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.