Cboe BZX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
NATH14,395,0210014,395,0211,545,000 931.72
CAT12,126,4696,6512012,133,140200 6,066,570.00
HD2,440,68302702,440,9530 n/a
MU2,072,44102422,072,6830 n/a
INTC1,826,2023,1501021,829,4541,207 151,570.34
AAPL1,641,6226,65842,1801,690,4609,715 17,400.51
XLF1,543,8439481411,544,93213,750 11,235.87
TSLA1,339,789893,3491,343,227163 824,065.64
YUM892,908020892,9280 n/a
ED891,69000891,6900 n/a
CY775,2423,03346,500824,7760 n/a
MSFT739,8332,99311,337754,1631,705 44,232.43
JNJ499,2670163499,43010 4,994,300.00
GS377,0041,0242,661380,68926 1,464,188.46
QCOM352,8276093352,980100 352,980.00
GOOGL348,21283312348,6071 34,860,700.00
GMLP312,29200312,2920 n/a
IBM252,32593813,167266,429253 105,307.91
FSI246,076103282246,461553 44,567.99
CIK220,213125988221,3250 n/a
SPY145,6519,67063,339218,661342,841 63.78
ORCL211,9132,958233215,104160 134,440.00
FCX172,1641002,088174,352275 63,400.73
HSGX125,20000125,2000 n/a
XBI122,38300122,3830 n/a

Data for 2019-06-11 to 2019-06-17 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.