Cboe BYX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
EEM1,489,443001,489,4430 n/a
QQQ1,009,0129991011,010,112556,009 181.67
SPY991,9742,387400994,761619,594 160.55
INDA840,4778960841,372302,979 277.70
CBOE661,6695850662,254308,195 214.88
C531,8131,70060533,572459,473 116.13
DIA515,8417170516,559415,278 124.39
AMD516,1610134516,2950 n/a
JPM466,2881,5360467,825369,656 126.56
SDS462,1482,9100465,058372,570 124.82
MS446,9521,889357449,198490,966 91.49
CSCO431,2183,045160434,423418,289 103.86
CCM412,20000412,2000 n/a
EBAY337,3744,04040341,454371,662 91.87
SBUX310,6702,315367313,352280,761 111.61
BAC284,5382,428389287,355504,373 56.97
PBR281,5191,48020283,019441,398 64.12
SCHW279,1191,77420280,912343,831 81.70
RIO279,5671,0730280,640246,312 113.94
BBAR269,69200269,6920 n/a
FAST224,3461,64140226,027221,068 102.24
NKE221,3911,17260222,623209,213 106.41
VIAB217,9911,72630219,747249,131 88.21
BK212,6771,5640214,241227,079 94.35
GE198,8002,902170201,872460,465 43.84

Data for 2019-08-12 to 2019-08-16 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.