Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY7,447,92476,56631,6437,556,132230,131 3,283.40
DD3,411,4511208463,412,417235 1,452,092.34
QQQ1,726,32525,37712,5881,764,290171,127 1,030.98
BAC1,426,0138,3214,5241,438,858162,755 884.06
CSCO1,255,02414,32723,5831,292,934188,013 687.68
DIA1,243,59914,1175,7021,263,418199,284 633.98
MS1,220,15610,73310,4111,241,300159,148 779.97
JPM1,095,37418,6029,3341,123,310204,067 550.46
C955,18713,21118,313986,711189,975 519.39
SDS959,9401,6762,035963,651142,916 674.28
V838,46410,6185,868854,951183,943 464.79
F778,36736,04514,200828,612291,550 284.21
GE716,4874,3957,123728,006152,857 476.27
RIO693,7073,5192,467699,693159,541 438.57
EBAY685,9735,6055,696697,274142,559 489.11
SCHW677,9483,8793,476685,302129,115 530.77
BK655,3729,08915,615680,076149,365 455.31
AAPL634,42811,28322,096667,80773,989 902.58
PBR608,8013,6044,772617,177217,211 284.14
SBUX576,19611,7387,301595,235140,226 424.48
INDA507,6374,0037,822519,462180,408 287.94
TEVA469,5722,0882,669474,329136,904 346.47
FAST434,0536,30614,944455,303128,895 353.24
X412,4473,4733,510419,430123,219 340.39
CM374,520200374,540121,326 308.71

Data for 2020-03-23 to 2020-03-27 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.