Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
DB1,059,800,060001,059,800,0600 n/a
CS254,991,53000254,991,5300 n/a
BLUE52,238,7310052,238,731450 11,608,606.89
ABBV3,860,359214963,860,87698 3,939,669.39
LADR3,193,900003,193,9000 n/a
SPY1,175,52833,91323,4231,232,86368,430 1,801.64
ACRX960,45000960,4500 n/a
CBOE736,1351,508953738,596439,389 168.10
INDA709,3722,78614,780726,938384,875 188.88
AAPL504,40733,3766,600544,38354,909 991.43
ADP330,797025330,8220 n/a
WFC222,3653,5869,655235,607649 36,303.08
F165,00333,89818,470217,371110,075 197.48
AAN202,21500202,2150 n/a
MSFT144,17920,1099,970174,25827,210 640.42
ADBE167,3658572167,523144 116,335.42
DD143,25160160143,47160 239,118.33
ABR134,44200134,4420 n/a
AAXJ129,541190129,56121 616,957.14
VOD125,237901,434126,7620 n/a
JPM97,81514,8845,449118,14852,703 224.18
ADC105,44300105,4430 n/a
TQQQ70,0786,21227,825104,1157,933 1,312.43
C72,48813,36915,171101,02848,593 207.91
XLF88,8514,3137,749100,913138 73,125.36

Data for 2020-03-24 to 2020-03-30 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.