Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
INTC2,028,377320572,028,75480 2,535,942.50
SPY1,828,68344,5291,0461,874,258686,690 272.94
XOP1,499,6407,0932,3471,509,080713 211,652.17
INDA770,12000770,120304,200 253.16
QQQ766,9951,5541,550770,099628,892 122.45
CBOE722,3200221722,541336,838 214.51
AAPL535,29732,773218568,28878,647 722.58
DIA396,74000396,740331,001 119.86
C385,0273,950554389,531364,033 107.00
JPM317,927351511318,790317,034 100.55
MS287,4381561,067288,661349,110 82.68
SBUX227,2852,944425230,654233,940 98.60
CSCO223,8271,026662225,515292,551 77.09
BAC193,2121,4912,476197,179367,281 53.69
SCHW184,05242187184,282211,216 87.25
TXN181,26183762182,107174,751 104.21
RIO177,140040177,180205,160 86.36
V175,16132130175,323177,970 98.51
EBAY159,7464021159,807204,031 78.32
BK156,5531,299782158,635200,957 78.94
TRMB157,54620103157,6700 n/a
FB157,164182157,184240 65,493.33
SDS146,718660146,785223,881 65.56
PBR143,8001211,539145,460254,631 57.13
NFLX139,5252,832442142,799159,537 89.51

Data for 2019-07-15 to 2019-07-19 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.