Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
T 3,053,63913243,053,67575 4,071,566.67
SPY 973,5866,961559981,106530,643 184.89
QQQ 808,6141,547386810,547598,776 135.37
CBOE 720,07500720,075371,952 193.59
INDA 617,30000617,300323,700 190.70
JPM 521,9508825522,063408,380 127.84
C 512,5962,180515515,290467,156 110.30
MS 409,9419,279633419,853462,575 90.76
FHN 365,83300365,8330 n/a
MSFT 247,153100,980519348,65326,561 1,312.65
RIO 348,02500348,025405,050 85.92
BAC 295,89447,4922,288345,673526,392 65.67
CSCO 295,7696,723700303,192452,122 67.06
DIA 294,125157194294,475286,695 102.71
SCHW 288,3006390288,939336,890 85.77
SDS 282,57500282,575264,800 106.71
BK 261,292897105262,294296,183 88.56
SBUX 250,20058525250,810300,697 83.41
TXN 207,7312060207,937231,229 89.93
V 202,797430202,839261,286 77.63
PBR 201,450183188201,821358,736 56.26
X 197,9741,4390199,414232,290 85.85
NKE 186,3491,1448187,501232,591 80.61
EBAY 183,3113,204785187,299294,641 63.57
VIAB 137,22580137,233201,119 68.23

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.