Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
VNM 1,995,668001,995,6680 n/a
IBKR 1,316,5004,05024,1781,344,72822,350 6,016.68
QQQ 984,9715,95020,2101,011,131698,212 144.82
SPY 950,3477,71024,008982,065677,241 145.01
EBAY 795,70620,8702,389818,965390,203 209.88
CBOE 594,18300594,183414,400 143.38
C 564,9994,1704,454573,623492,412 116.49
JPM 540,1984,4404,504549,142487,233 112.71
DIA 501,46000501,460418,040 119.96
INDA 473,46000473,460358,300 132.14
MS 452,7312,7442,511457,985487,906 93.87
BLK 427,48300427,4830 n/a
RAD 424,7980163424,96117 2,499,770.59
IRBT 412,20000412,2000 n/a
CSCO 403,9562,0521,932407,940517,049 78.90
BAC 365,19430,7104,705400,609473,657 84.58
APRN 358,30000358,3000 n/a
RIO 341,3762,4216,989350,786360,539 97.29
V 316,8541,8924,043322,790301,142 107.19
SBUX 316,2562,0493,375321,680359,016 89.60
SDS 308,5102,0102,624313,144354,620 88.30
MAT 295,0417,199729302,969170,769 177.41
PBR 291,1861,8732,024295,084433,354 68.09
BK 279,460240279,484322,141 86.76
NKE 265,2563,9907,705276,951287,509 96.33

Data for 2019-03-18 to 2019-03-22 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.