Cboe BZX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
T 50,673,1586,2491,17750,680,5856,744 751,491.47
FHN 18,226,2229331618,227,171267 6,826,655.81
SRCI 8,822,600100448,822,744140 6,301,960.00
ORCL 7,614,05112,17410,2197,636,4443,910 195,305.47
AMD 4,804,81112,22515,6134,832,649248 1,948,648.79
CMC 4,496,4280424,496,470200 2,248,235.00
SPY 2,266,594806,87845,5893,119,061580,213 537.57
AAPL 1,376,67729,241134,5461,540,46414,529 10,602.68
XLF 1,449,152001,449,15240 3,622,880.00
GDX 1,411,26203,2001,414,4620 n/a
XLC 1,408,020001,408,0200 n/a
IYR 1,331,3553881,0571,332,80080 1,666,000.00
DSI 1,330,000001,330,0000 n/a
MSFT 1,111,6534,44083,7611,199,8541,614 74,340.40
IBM 1,091,40538,06930,5031,159,9776,635 17,482.70
AAL 787,5575201,019789,09620 3,945,480.00
BAC 279,556243,306165,232688,094455,000 151.23
ADOM 602,15000602,1500 n/a
NLY 599,427020599,44720 2,997,235.00
DAL 588,596223620589,43963 935,617.46
WFC 555,27010,74914,160580,1792,626 22,093.64
INTC 498,57010,13910,321519,030513 101,175.44
IVV 436,8630236437,0990 n/a
FB 432,31033488432,8310 n/a
CSX 410,7751,2334,500416,5092,559 16,276.24

Data for 2019-01-14 to 2019-01-18 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.