You are viewing this site in certification mode

Cboe Global Markets

Maker Opportunity

downloadDownload
SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
AAPL1,623,5823,1041041,626,7901,722 94,470.96
IAU1,050,5760671,050,6420 n/a
HASI631,2009,9003,150644,2500 n/a
SPLG478,42000478,4200 n/a
AAL1,241400,060140401,4403,361 11,944.06
SQQQ394,32300394,3230 n/a
GLNG372,0303,5106,030381,5700 n/a
IBM373,968147155374,2701,867 20,046.60
SPXU365,264060365,3240 n/a
EEM285,28401,868287,1520 n/a
SH269,8880380270,2680 n/a
DBX230,75900230,7590 n/a
WFC211,955050212,005251 84,464.14
SHY200,00600200,0060 n/a
DXD187,18000187,1800 n/a
XLF168,50717,5150186,02124,943 745.78
ADP178,8652001,095180,1601,581 11,395.32
XLP156,8050270157,07560 261,791.67
SPYV153,59000153,5900 n/a
SPY113,29922,22310,190145,712351,035 41.51
MU119,2220612119,83476 157,676.32
DOG106,71400106,7140 n/a
BLX104,50000104,5000 n/a
SPXS101,84000101,8400 n/a
EFA93,61305,07098,6830 n/a

Data for 2020-11-17 to 2020-11-23 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.