Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY798,3399,565905808,809812,756 99.51
QQQ695,0401,1101,022697,173805,292 86.57
XOP604,4482,8671,567608,8822,367 25,723.79
FDC466,7074331,376468,516258 181,595.35
DIA405,949200405,969399,303 101.67
C328,5723,232304332,108449,736 73.85
JPM320,373314331321,018386,278 83.11
MS257,633401901258,934415,078 62.38
CSCO230,8732,803315233,991375,428 62.33
SBUX228,0875,704180233,971277,862 84.20
AAPL186,76413,231884200,878129,759 154.81
BAC178,6188032,970182,391408,305 44.67
INTC177,645590190178,425301 59,277.41
RIO174,8600100174,960239,220 73.14
SCHW173,29231310173,632247,227 70.23
EBAY162,1932,10860164,361235,632 69.75
TXN163,424132129163,685178,081 91.92
V157,460181157,479179,238 87.86
SDS144,4203000144,720262,660 55.10
PBR143,5200200143,720290,000 49.56
BK142,76020666143,447220,528 65.05
GE119,07811,962210131,250270,497 48.52
X117,6401,344120119,104222,042 53.64
NFLX115,4372,556425118,417163,005 72.65
A115,998040116,03860 193,396.67

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.