Cboe BZX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
BMRN 132,419,2069,950170132,429,326108 122,619,746.30
MSFT 36,943,04718,31764,44637,025,8107,640 484,631.02
MMM 10,393,4271,64613,46010,408,5335,028 207,011.40
EBAY 9,791,010560,6871,13210,352,829379,697 2,726.60
EWG 9,335,30004,6009,339,9000 n/a
INTC 7,331,02137,16334,9757,403,1598,914 83,050.92
VZ 5,768,8001,1864765,770,4621,369 421,509.28
LQD 4,702,3829,5595814,712,5222,887 163,232.49
APRN 4,630,5503,50004,634,0502,750 168,510.91
QQQ 4,301,083139,5646,9884,447,635473,121 940.06
MBB 4,361,000004,361,0000 n/a
TLRD 4,002,06406004,002,6640 n/a
IBM 3,810,6593,15512,0483,825,862720 531,369.72
MAT 3,592,83581,8935203,675,249201,885 1,820.47
RELX 3,506,800003,506,8000 n/a
ATVI 3,468,3438,8813,9903,481,2142,456 141,743.24
AAPL 3,384,9997,66973,9973,466,66615,152 22,879.26
UAA 3,303,32515,8751513,319,3515,800 57,230.19
EWT 2,962,309002,962,3090 n/a
VALE 2,779,1160282,779,1440 n/a
ORCL 2,738,48429,5802632,768,3268,881 31,171.33
BAC 2,294,841371,6928,7002,675,233266,688 1,003.13
C 2,478,66392,3293,1372,574,129267,900 960.85
DB 2,351,944118,3501252,470,41948,075 5,138.68
FHB 2,449,84701932,450,04120 12,250,205.00

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.