Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
QQQ1,033,10462,93616,4761,112,516596,099 186.63
SPY899,44619,26215,032933,741668,434 139.69
INDA751,64421,05913,034785,737291,803 269.27
JPM544,74829,67114,444588,862464,862 126.67
CBOE581,8731,0680582,941263,631 221.12
C498,67629,7348,668537,078466,470 115.14
DIA468,0968,0079,367485,470391,479 124.01
CSCO433,10535,2856,411474,801493,806 96.15
MS425,36137,8787,772471,011476,492 98.85
SDS427,21133,7435,582466,536362,853 128.57
SBUX359,26925,4788,898393,644367,795 107.03
SCHW340,18235,2465,315380,743372,434 102.23
RIO342,87926,0346,122375,035317,198 118.23
BAC312,05937,8597,958357,876453,113 78.98
AMD310,5697,5139,738327,81976 431,340.79
NKE289,20926,8289,053325,090277,587 117.11
TXN285,92917,89211,468315,289274,248 114.96
BK275,47523,0484,813303,337306,138 99.09
EBAY267,25525,8315,284298,369324,285 92.01
AAPL218,64236,98921,823277,453128,076 216.63
PBR235,38031,8277,122274,330352,920 77.73
PVT271,81000271,8100 n/a
V241,02915,68913,594270,312253,513 106.63
GE195,84636,61811,034243,497323,790 75.20
X190,69124,5024,201219,394237,955 92.20

Data for 2019-05-20 to 2019-05-24 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.