Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
QQQ970,10270,23711,8671,052,206597,429 176.12
SPY833,74118,1129,594861,447670,703 128.44
INDA722,81217,64111,624752,077265,073 283.72
JPM540,72126,55811,435578,714468,209 123.60
CBOE563,30000563,300263,357 213.89
C485,94333,3716,093525,407467,984 112.27
DIA452,0157,8358,117467,967384,889 121.58
CSCO411,16126,5636,037443,761485,934 91.32
MS378,75139,0095,450423,211478,473 88.45
SDS381,75525,9974,705412,456361,222 114.18
RIO342,40120,2145,952368,566306,653 120.19
SBUX333,58624,6787,838366,102370,468 98.82
SCHW329,35429,5905,211364,154369,760 98.48
NKE277,19724,6978,262310,156280,600 110.53
TXN276,01115,3438,965300,319275,567 108.98
BAC254,77431,6085,832292,214442,945 65.97
TRMB289,731420361290,5120 n/a
BK262,34821,6175,093289,058305,136 94.73
PVT280,88200280,8820 n/a
EBAY254,92722,3373,060280,324323,107 86.76
V232,37916,2849,676258,339257,239 100.43
PBR220,89032,6074,557258,054342,950 75.25
AAPL155,80856,17822,659234,646115,320 203.47
GE187,65238,3114,328230,292328,149 70.18
X177,91225,0632,668205,643231,122 88.98

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.