Cboe BZX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
NOBL16,980,0000016,980,0000 n/a
AAPL9,471,99182,934375,9279,930,85216,266 61,052.82
XOP2,743,6209,8701,5002,754,9902,297 119,938.62
SPY887,58091,6127,636986,828299,634 329.34
A504,039100240504,3791 50,437,900.00
FDC450,52201,300451,8220 n/a
INTC282,3010230282,53118 1,569,616.67
AMZN93,6421,91994,899190,460213,692 89.13
SBUX131,7988,444254140,496147,521 95.24
GM122,0633,6168,899134,57820 672,890.00
NFLX114,0695,575925120,568154,924 77.82
AINV118,0940130118,2240 n/a
EBAY99,2993,30019102,618157,119 65.31
ACRX98,24801,60899,856108 92,459.26
CBOE93,02010724993,37615,780,880 0.59
GE79,22012,84211092,172140,467 65.62
TXN87,76754761388,927105,045 84.66
IYLD85,9600085,96079,260 108.45
INDA83,92074083,99415,165,756 0.55
SPLK83,28528116083,72682,857 101.05
DIA83,1004002083,520232,802 35.88
CSCO77,4844,3301,52083,334168,100 49.57
C78,3092,8401,76882,917219,677 37.74
AA82,657901082,75787,878 94.17
JPM80,5981,32672082,644181,672 45.49

Data for 2019-07-15 to 2019-07-19 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.