Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
ECA 4,283,6093,58210,0554,297,2471,753 245,136.74
INPX 3,840,0754751,1753,841,7250 n/a
XLB 990,9577,35812,4961,010,8110 n/a
INDA 878,2281,0780879,307320,609 274.26
CBOE 857,6276763858,306419,885 204.41
QQQ 683,9781,345975686,298655,819 104.65
SPY 672,69312,2261,068685,987682,142 100.56
BAC 284,07879,823161,412525,313451,755 116.28
DIA 453,4021,20475454,680386,069 117.77
JPM 442,3082,5542,714447,576392,367 114.07
C 413,9584,1274,430422,516389,214 108.56
MS 364,0803,64621,527389,253411,054 94.70
PBR 260,37810,77639,699310,853399,321 77.85
V 276,0931,362291277,745289,070 96.08
CSCO 238,5893,4004,466246,455375,262 65.68
RIO 221,6361,486508223,630233,832 95.64
BK 216,9561,795402219,153283,220 77.38
TXN 214,9831,501647217,131216,592 100.25
EBAY 184,7753,87910,296198,950276,970 71.83
SCHW 189,0111,7203,155193,886226,098 85.75
BBBY 183,2471,4816,075190,8030 n/a
AAPL 158,32220,63411,110190,06616,897 1,124.85
NKE 179,6201,603728181,950208,877 87.11
SBUX 176,1822,178495178,855229,003 78.10
SDS 171,7181,608160173,487241,796 71.75

Data for 2019-04-11 to 2019-04-17 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.