Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
AUTO 5,232,000005,232,0000 n/a
BHB 2,447,812002,447,8120 n/a
DCP 2,148,067002,148,0670 n/a
ADOM 1,403,900001,403,9000 n/a
AAPL 742,69367,19211,310821,19577,268 1,062.79
QQQ 795,3991,4738,866805,739631,128 127.67
SPY 748,3435,6518,274762,269601,131 126.81
COKE 740,70000740,7000 n/a
CBOE 720,55291120721,482349,105 206.67
JPM 452,4131,035407453,856423,233 107.24
BABY 440,2336,4171446,65136,953 1,208.70
ADAP 438,35000438,3500 n/a
JNK 425,00000425,0000 n/a
C 407,9241,074278409,276462,506 88.49
DIA 395,8017,8870403,687357,221 113.01
INDA 402,0431,5100403,553348,703 115.73
MS 298,8331,54330300,406401,990 74.73
SBUX 290,5561,8056,032298,392336,921 88.56
RIO 280,2361,5024,291286,029338,379 84.53
GE 262,2889,75924272,071295,083 92.20
NKE 260,3381,7095,050267,096294,554 90.68
CSCO 255,8213,000521259,341406,775 63.76
V 256,5711,292219258,083256,997 100.42
BK 253,1781,53920254,737324,071 78.61
SCHW 251,9961,864120253,980332,358 76.42

Data for 2019-02-11 to 2019-02-15 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.