Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
CVRS951,20000951,2000 n/a
QQQ728,3002,7132,945733,958835,321 87.87
SPY633,3437,802156641,301820,768 78.13
PTN473,0003501,300474,6500 n/a
CTSH394,081220160394,46194 419,639.36
HOOK382,90000382,9000 n/a
C375,4825,6341,370382,486505,209 75.71
DIA348,9601,080460350,500394,082 88.94
JPM296,1931,507964298,665369,594 80.81
MS284,5771,947110286,634499,703 57.36
CSCO263,8132,9281,277268,018414,411 64.67
SDS254,8007,5201,660263,980514,740 51.28
DF257,4007881,487259,6740 n/a
BAC248,5328,2901,100257,922486,184 53.05
SCHW238,7403,180840242,760368,260 65.92
SENS231,6981,3331,233234,2650 n/a
PBR224,5403,1201,400229,061441,760 51.85
HARP215,60000215,6000 n/a
X195,2001,468240196,908328,600 59.92
EBAY184,7111200184,831311,831 59.27
VIAB173,8404,7261,560180,126294,580 61.15
AA172,4406,750930180,120220,730 81.60
GERN176,2641,2601,680179,2040 n/a
SBUX177,164220220177,605255,448 69.53
RIO171,8404,1601,030177,030235,570 75.15

Data for 2019-09-11 to 2019-09-17 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.