Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
BAC970,127134,37526,1901,130,692190,966 592.09
SPY1,050,05519,70012,6131,082,369186,746 579.59
QQQ982,4355,3854,036991,856149,095 665.25
HOOK744,75000744,7500 n/a
CSCO589,47945,6009,725644,803149,813 430.41
DIA580,5601,194792582,546189,374 307.62
C429,9821,1423,600434,724108,422 400.96
JPM377,0822,2382,912382,233112,792 338.88
SCHW328,6803401,235330,254112,404 293.81
MS311,0916972,141313,929141,553 221.77
TRMB260,60000260,6000 n/a
SBUX255,6421,6752,980260,29888,793 293.15
GE220,7568,2865,620234,663182,282 128.74
RIO193,340060193,40084,440 229.04
TEVA187,3861,5941,560190,54085,328 223.30
BDGE189,40000189,4000 n/a
PBR185,160138361185,659140,047 132.57
EBAY176,368608734177,710108,458 163.85
X173,4459952,075176,51579,964 220.74
V164,9997522,669168,42065,308 257.89
SDS167,5601160167,67699,676 168.22
CDZI165,43400165,4340 n/a
VIAB159,480124430160,03373,453 217.87
NKE156,1874771,527158,19161,429 257.52
BK149,645310200150,15475,966 197.66

Data for 2019-11-15 to 2019-11-21 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.