Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
AAAU9,835,580009,835,5800 n/a
SPY1,461,71931,23526,6951,519,649215,322 705.76
QQQ1,363,87212,0606,7801,382,712151,945 910.01
AAPL1,094,29928,79214,8171,137,908112,508 1,011.40
DIA845,6654,2726,357856,294191,444 447.28
VXX693,1809,80779,243782,2308,941 8,748.80
AGM777,100250650778,0000 n/a
CSCO517,1568,40023,328548,884141,883 386.86
BAC489,42123,64532,184545,250199,772 272.94
JPM530,2642,9292,536535,729125,565 426.65
C528,0872,2603,554533,901105,629 505.45
MS503,1277,79115,829526,747155,964 337.74
SCHW405,2856,11715,797427,200148,802 287.09
SBUX394,5587,15713,350415,065120,976 343.10
SDS370,9861,614681373,281134,881 276.75
ALG367,100425125367,6500 n/a
V346,4255,93612,651365,013120,781 302.21
PBR311,90219,00022,942353,844194,912 181.54
GE320,1241,7743,086324,984228,624 142.15
EBAY282,1365,63214,182301,950111,888 269.87
AA248,98419,0517,657275,692103,417 266.58
NKE268,1723,0512,394273,61784,226 324.86
BK219,1914,57011,250235,01095,851 245.18
F190,4929,10522,768222,365267,978 82.98
RIO219,6689731,651222,29276,825 289.35

Data for 2020-01-22 to 2020-01-28 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.