Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
CY15,583,0565,5431,49915,590,0989,819 158,774.80
AAPL5,190,591740,2855,4315,936,307264,803 2,241.78
CAT5,072,57708385,073,4156 84,556,916.67
IBM3,481,29125,7692,6403,509,69917,023 20,617.39
XLF1,751,91503,5811,755,4960 n/a
HD1,489,9113,4006451,493,957577 258,918.02
QQQ803,9672,5133,122809,602560,096 144.55
SPY786,4987,8303,384797,713664,032 120.13
INTC730,1542861,271731,710221 331,090.50
CBOE729,9655240730,488324,261 225.28
MU722,868301,141724,039289 250,532.53
INDA708,9053,560480712,945301,490 236.47
TSLA650,06515140650,2200 n/a
GOOGL546,413077546,4900 n/a
ED509,8010401510,20367 761,497.01
C383,4083,4991,182388,089386,115 100.51
JPM358,9593,0972,384364,441362,161 100.63
DIA346,2732,6232,397351,292328,999 106.78
CSCO317,8624,272637322,771437,958 73.70
MS302,8485,9313,219311,998442,823 70.46
SBUX279,3272,8611,460283,647289,961 97.82
FCX275,697209890276,796169 163,784.62
YUM258,1730455258,627244 105,994.67
V237,2941,8742,212241,379249,151 96.88
BAC230,2439,6241,384241,251439,136 54.94

Data for 2019-06-10 to 2019-06-14 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.