Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
BYND13,340,356023613,340,593178 7,494,715.17
AAPL8,983,101109,9293,7259,096,75554,902 16,569.08
AMAT2,731,2251,0222,7692,735,016800 341,877.00
FB1,456,7913,4895,7181,465,9982,993 48,980.89
TRMB819,1811053819,2440 n/a
CBOE741,059120245741,424373,688 198.41
INDA694,118040694,158250,060 277.60
BDGE480,55000480,5500 n/a
C371,4437,7364,796383,97445,901 836.53
BAC214,74020,74214,484249,96678,505 318.41
SPY190,34827,82811,993230,16987,256 263.79
INTC138,6761141,824140,615533 26,381.80
FCF135,88333133136,0500 n/a
CSCO76,43413,60615,227105,26752,415 200.83
IBM72,2789,7191,24583,24124,657 337.60
AMD38,0535,05718,81161,9212,297 2,695.73
QQQ50,3895,8332,80659,02953,220 110.92
PBR18,7014,7777,25230,73045,116 68.11
AVEO25,0200025,0200 n/a
GE15,0373,8175,71724,57147,238 52.02
SBUX19,7782,1282,59224,49837,754 64.89
DIA23,08032113823,53939,500 59.59
TEVA15,0604,0614,31023,43128,583 81.98
NFLX17,4281,8853,32422,63841,446 54.62
TXN18,3161,3352,08421,73424,665 88.12

Data for 2019-11-13 to 2019-11-19 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.