Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
AAPL35,100,52827,14012,51335,140,18149,323 71,245.02
AAAU20,738,7700020,738,7700 n/a
GVI4,920,900004,920,9000 n/a
AGM4,322,100004,322,1000 n/a
FEM3,941,4505003,941,500100 3,941,500.00
GOOG3,072,9041,0441,4863,075,434960 320,357.71
APRN2,843,7333,00002,846,733567 502,069.31
BLK2,576,688792082,576,975158 1,630,996.84
TSLA1,846,2701,2687121,848,250517 357,495.16
IRBT1,843,133200211,843,354383 481,293.47
CHK1,690,7004,08001,694,7803,140 53,973.89
HOOK1,528,700001,528,7000 n/a
DB1,107,73410,4711,2601,119,4651,994 56,141.68
UUU987,60000987,6000 n/a
XLF922,34311,92746,535980,8054,664 21,029.27
ESP822,00000822,0000 n/a
INDA804,3942,6261,275808,295317,432 254.64
CBOE794,0001,264281795,545433,250 183.62
GILD767,0142,57410,926780,5141,563 49,936.92
ADBE719,2936031,909721,804409 176,480.20
OILX668,95000668,9500 n/a
BTG581,2940118581,4120 n/a
JAZZ504,717125324505,16650 1,010,332.00
VXX343,37220,62676,602440,6003,618 12,178.00
K427,242500177427,919710 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.