Cboe BZX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
AAPL 8,572,1106,15666,6798,644,94682,110 10,528.49
SPXS 8,300,97704378,301,414101 8,219,221.78
SDS 6,029,890197,949716,227,911224,087 2,779.24
SPXU 5,914,671214995,915,191207 2,857,580.19
ECA 4,280,0205,5733,3624,288,955612 700,809.64
ZNGA 3,973,8672,5339,5333,985,9330 n/a
QID 3,544,494003,544,4940 n/a
DXD 3,531,792003,531,7920 n/a
DOG 3,024,387003,024,3870 n/a
SDOW 2,509,576967172,510,560133 1,887,639.10
AMD 1,353,43701,2861,354,723330 410,522.12
ADOM 1,217,200001,217,2000 n/a
SH 1,111,9420431,111,9850 n/a
MSFT 867,60942,989172,0151,082,6126,345 17,062.44
PSQ 901,3153,4670904,782133 680,287.22
PLX 690,10000690,1000 n/a
AMZN 649,96222,1712,443674,576173,312 389.23
TECS 439,52200439,5220 n/a
GOL 374,60000374,6000 n/a
BOND 360,40000360,4000 n/a
BABY 341,401775125342,301102,856 332.80
HAP 335,43300335,4330 n/a
GVI 324,42800324,4280 n/a
AUTO 324,00000324,0000 n/a
ADBE 248,521025248,5460 n/a

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.