Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
T 16,685,7626216,23716,692,620702 2,377,866.10
SRCI 744,42500744,4250 n/a
QQQ 729,1972,41510,245741,858811,093 91.46
SPY 645,3217,8544,628657,802754,785 87.15
FXI 653,727033653,76033 1,981,090.91
ORCL 623,0702,1913,612628,8731,509 41,674.82
BAC 290,10092,241133,079515,420635,793 81.07
JPM 479,3478101,513481,670546,850 88.08
C 455,5217,32714,592477,439629,153 75.89
MS 368,18026,09630,320424,595565,955 75.02
CMC 361,55000361,5500 n/a
EEM 357,89200357,8920 n/a
RIO 331,229040331,269507,496 65.28
CSCO 285,14623,36513,730322,241543,950 59.24
DIA 295,9407811,990298,712311,526 95.89
AAPL 272,68913,2964,942290,92629,868 974.04
SDS 282,14000282,140347,860 81.11
SBUX 275,2131,8412,401279,456369,602 75.61
SCHW 263,3807322,902267,014410,951 64.97
GDX 245,70000245,7000 n/a
BK 240,3641,4072,272244,043372,283 65.55
TXN 213,250149545213,944253,218 84.49
V 205,903129680206,712268,721 76.92
EBAY 194,3654,4876,799205,651352,335 58.37
P 202,03900202,0390 n/a

Data for 2019-01-14 to 2019-01-18 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.