Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
APRN 34,724,400120,200034,844,60037,900 91,938.26
RAD 14,981,36552,9007815,034,34322,378 67,183.59
EBAY 5,774,703313,5694166,088,688504,542 1,206.78
INTC 4,177,60214,1232914,192,0154,630 90,540.28
QQQ 2,663,30399,9162,0842,765,303990,544 279.17
CHK 2,578,107161,04202,739,14838,725 7,073.33
ORCL 2,477,7582846162,478,658191 1,297,726.70
GE 1,963,500407,0583502,370,908386,920 612.76
UAA 2,322,03201332,322,165133 1,745,988.72
MAT 2,244,62547,0581702,291,853212,575 1,078.14
M 2,160,48215,7891452,176,4164,691 46,395.57
X 2,033,83198,4595362,132,825350,037 609.31
SPY 1,774,48880,8362,2041,857,528940,129 197.58
HPQ 1,716,2871806701,717,1370 n/a
T 1,553,82954,9605601,609,34924,360 6,606.52
BAC 1,360,056184,4641,3331,545,853533,096 289.98
C 1,323,41645,4651,3431,370,224627,037 218.52
S 1,321,3323,18001,324,51260 2,207,520.00
JPM 1,284,21335,5111,1641,320,888642,375 205.63
DB 1,207,28855,0753251,262,68823,011 5,487.32
BLK 1,097,708001,097,7080 n/a
ATVI 845,0352,136160847,3312,484 34,111.55
IBKR 755,42518,05043,698817,173127,975 638.54
MSFT 742,55447,8192,072792,445100,907 785.32
IRBT 716,85000716,8500 n/a

Data for 2019-03-18 to 2019-03-22 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.