Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY1,539,325211001,539,446118,480 1,299.33
QQQ1,283,3400211,283,361437,900 293.07
DIA1,051,080239621,051,381166,702 630.69
C1,024,90725601,024,991144,460 709.53
CSCO866,20311,005583877,791129,226 679.27
JPM741,45655426742,035102,709 722.46
MS713,36200713,362118,940 599.77
BAC667,5432,250791670,584200,730 334.07
SBUX592,13256020592,713105,153 563.67
SDS585,40000585,400143,800 407.09
BK575,774052575,826129,750 443.80
SCHW498,35542680498,86190,160 553.31
MSFT415,043782172415,99730 1,386,656.67
GE303,48321,6341,537326,654214,954 151.96
AA310,4737,0096,976324,459126,692 256.10
INTC311,440229811312,480140 223,200.00
V299,48600299,48691,408 327.64
X288,76000288,76090,835 317.90
F247,10832,3300279,438183,457 152.32
AGQ260,18000260,18095,497 272.45
RIO254,76001254,76180,100 318.05
NKE251,007082251,08881,840 306.80
PBR231,30000231,300187,040 123.66
INDA220,800080220,880174,060 126.90
T218,3210100218,4210 n/a

Data for 2020-10-23 to 2020-10-29 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.