Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
QQQ766,53410,4994,639781,672874,666 89.37
SPY716,9898,5474,067729,604905,943 80.54
JPM476,10410,3603,248489,713592,439 82.66
C399,43012,0686,089417,587557,317 74.93
DIA376,7841,7501,620380,153419,692 90.58
CSCO363,09710,6432,485376,224598,880 62.82
MS315,92514,9953,406334,327546,411 61.19
AINV306,80100306,8010 n/a
SDS297,2044,6621,579303,445472,266 64.25
SBUX288,3698,5022,984299,855448,518 66.85
SCHW284,1628,3653,029295,556456,244 64.78
RIO286,5807,4491,305295,335380,161 77.69
GE191,39941,8129,538242,749356,607 68.07
EBAY219,7078,9652,768231,440373,408 61.98
NKE219,9407,6722,444230,056316,412 72.71
BK222,9405,7681,010229,718351,092 65.43
BAC215,55410,8042,424228,783493,065 46.40
TXN217,9853,9014,362226,248278,776 81.16
PBR199,40010,6103,280213,290386,697 55.16
AAPL168,06520,1933,004191,261173,316 110.35
V178,4552,9452,903184,303254,067 72.54
X147,3468,5392,067157,953256,436 61.60
AA127,5296,1031,671135,303169,715 79.72
FLKS130,40000130,4000 n/a
CERN113,7917,7031,241122,735165,474 74.17

Data for 2019-05-20 to 2019-05-24 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.