Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
BLUE4,906,481004,906,481200 2,453,240.50
AAPL4,153,78229,2969,4644,192,54248,929 8,568.62
INDA743,6751,09713,544758,317388,507 195.19
CBOE720,107206339720,652503,904 143.01
AAXJ203,77800203,7780 n/a
AMAT149,0901,0782,576152,74330 509,143.33
AAN128,87100128,8710 n/a
BABA127,474134838128,44644 291,922.73
ADBE112,17924165112,36715 749,113.33
BAC74,88611,9507,12793,96331,317 300.04
SPY65,6939,13416,16790,99425,272 360.06
TQQQ6,87015,82567,10289,79721,706 413.70
C42,23622,55224,13288,92038,552 230.65
CSCO40,5609,63137,82088,01142,658 206.32
ABMD80,1870080,1870 n/a
MSFT61,4848,7175,43375,63412,483 605.90
NKE62,76210,6431,82275,22723,689 317.56
V70,6362,1421,97374,75123,395 319.52
AOA62,9003,20010066,2001,900 3,484.21
EOI60,9000060,9000 n/a
ALT60,1000060,1000 n/a
QQQ46,1725,9136,83158,91622,871 257.60
NFLX51,6274,2092,68658,52216,505 354.57
BK27,0329,94421,52858,50434,351 170.31
SDOW2,3668,01947,58957,97412,850 451.16

Data for 2020-03-30 to 2020-04-03 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.