Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
DGRW 10,713,5000010,713,5000 n/a
IUSG 10,275,2000010,275,2000 n/a
DGRO 10,152,6500010,152,6500 n/a
USMV 7,060,800007,060,8000 n/a
CSM 5,242,495005,242,495108 4,854,162.04
HDV 4,321,600004,321,6000 n/a
IWD 3,840,996003,840,9960 n/a
DVY 3,370,665003,370,6650 n/a
SPYD 3,166,200003,166,2000 n/a
QUAL 2,550,600002,550,6000 n/a
EPS 2,441,500002,441,5000 n/a
APRN 2,053,900002,053,9000 n/a
ITOT 1,624,450001,624,4500 n/a
P 1,520,758001,520,7580 n/a
RAD 1,134,910001,134,9100 n/a
IWV 1,130,700001,130,7000 n/a
QQQ 982,63916,9200999,559545,059 183.39
SPY 961,54921,99160983,600553,094 177.84
VLUE 893,50000893,5000 n/a
AON 864,40000864,4000 n/a
MOAT 814,60000814,6000 n/a
CHK 696,42200696,4220 n/a
MS 451,564223,6180675,182512,494 131.74
INDA 658,04000658,040367,760 178.93
MGC 595,90000595,9000 n/a

Data for 2018-11-07 to 2018-11-13 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.