Cboe BYX U.S. Equities Exchange Maker Opportunity
| Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
|---|---|---|---|---|---|---|
| AAPL | 35,100,528 | 27,140 | 12,513 | 35,140,181 | 49,323 | 71,245.02 |
| AAAU | 20,738,770 | 0 | 0 | 20,738,770 | 0 | n/a |
| GVI | 4,920,900 | 0 | 0 | 4,920,900 | 0 | n/a |
| AGM | 4,322,100 | 0 | 0 | 4,322,100 | 0 | n/a |
| FEM | 3,941,450 | 50 | 0 | 3,941,500 | 100 | 3,941,500.00 |
| GOOG | 3,072,904 | 1,044 | 1,486 | 3,075,434 | 960 | 320,357.71 |
| APRN | 2,843,733 | 3,000 | 0 | 2,846,733 | 567 | 502,069.31 |
| BLK | 2,576,688 | 79 | 208 | 2,576,975 | 158 | 1,630,996.84 |
| TSLA | 1,846,270 | 1,268 | 712 | 1,848,250 | 517 | 357,495.16 |
| IRBT | 1,843,133 | 200 | 21 | 1,843,354 | 383 | 481,293.47 |
| CHK | 1,690,700 | 4,080 | 0 | 1,694,780 | 3,140 | 53,973.89 |
| HOOK | 1,528,700 | 0 | 0 | 1,528,700 | 0 | n/a |
| DB | 1,107,734 | 10,471 | 1,260 | 1,119,465 | 1,994 | 56,141.68 |
| UUU | 987,600 | 0 | 0 | 987,600 | 0 | n/a |
| XLF | 922,343 | 11,927 | 46,535 | 980,805 | 4,664 | 21,029.27 |
| ESP | 822,000 | 0 | 0 | 822,000 | 0 | n/a |
| INDA | 804,394 | 2,626 | 1,275 | 808,295 | 317,432 | 254.64 |
| CBOE | 794,000 | 1,264 | 281 | 795,545 | 433,250 | 183.62 |
| GILD | 767,014 | 2,574 | 10,926 | 780,514 | 1,563 | 49,936.92 |
| ADBE | 719,293 | 603 | 1,909 | 721,804 | 409 | 176,480.20 |
| OILX | 668,950 | 0 | 0 | 668,950 | 0 | n/a |
| BTG | 581,294 | 0 | 118 | 581,412 | 0 | n/a |
| JAZZ | 504,717 | 125 | 324 | 505,166 | 50 | 1,010,332.00 |
| VXX | 343,372 | 20,626 | 76,602 | 440,600 | 3,618 | 12,178.00 |
| K | 427,242 | 500 | 177 | 427,919 | 710 | 60,270.28 |
Data for 2020-01-21 to 2020-01-27 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.