Cboe BYX U.S. Equities Exchange Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
AMU | 1,780,800 | 0 | 0 | 1,780,800 | 0 | n/a |
SHW | 1,005,024 | 2 | 10 | 1,005,037 | 0 | n/a |
AMZA | 921,413 | 0 | 0 | 921,413 | 0 | n/a |
AVLR | 878,802 | 0 | 0 | 878,802 | 0 | n/a |
TXN | 822,978 | 2,357 | 1,466 | 826,800 | 22,285 | 3,710.12 |
INDA | 809,440 | 1,569 | 890 | 811,899 | 284,205 | 285.67 |
AMJ | 804,267 | 0 | 49 | 804,317 | 0 | n/a |
CBOE | 720,865 | 1,580 | 180 | 722,625 | 364,351 | 198.33 |
DESP | 720,600 | 0 | 0 | 720,600 | 0 | n/a |
ALXN | 688,320 | 0 | 94 | 688,414 | 76 | 905,807.89 |
ADC | 668,505 | 0 | 0 | 668,505 | 0 | n/a |
INTU | 661,389 | 25 | 30 | 661,444 | 5 | 13,228,880.00 |
BAC | 149,435 | 209,187 | 288,935 | 647,557 | 106,625 | 607.32 |
ACRS | 555,410 | 0 | 0 | 555,410 | 0 | n/a |
AYX | 488,050 | 0 | 74 | 488,124 | 40 | 1,220,310.00 |
AMC | 487,045 | 0 | 0 | 487,045 | 0 | n/a |
BV | 465,300 | 0 | 0 | 465,300 | 0 | n/a |
BSCN | 463,200 | 0 | 0 | 463,200 | 0 | n/a |
ADP | 458,553 | 25 | 38 | 458,615 | 20 | 2,293,075.00 |
APO | 439,957 | 61 | 63 | 440,081 | 0 | n/a |
AMT | 432,254 | 0 | 25 | 432,279 | 125 | 345,823.20 |
ANTM | 412,057 | 0 | 34 | 412,091 | 0 | n/a |
DCO | 384,200 | 0 | 0 | 384,200 | 0 | n/a |
AMGN | 382,323 | 156 | 168 | 382,647 | 156 | 245,286.54 |
AQUA | 359,520 | 0 | 0 | 359,520 | 0 | n/a |
Data for 2019-12-06 to 2019-12-12 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.