Cboe BZX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
INPX 10,697,72570087510,699,3000 n/a
ECA 8,556,3192,5992738,559,192160 5,349,495.00
AMD 1,696,8565,816108,3251,810,997251 721,512.75
XLB 724,58918,94925,882769,420788 97,642.13
AAPL 469,04611,15469,399549,5981,286 42,737.01
AABA 500,2034,3301,603506,136120 421,780.00
SPY 325,33494,32534,620454,279227,184 199.96
GOGO 423,0571,10025424,18210,725 3,955.08
FSI 398,06710394398,264340 117,136.47
IWM 374,0403271,031375,39883 452,286.75
FB 373,024462933374,4190 n/a
BGS 316,86940360317,2690 n/a
IBM 293,6111,99613,997309,6041,481 20,905.06
BB 290,1917,84080298,1113,370 8,846.02
GG 267,45600267,4560 n/a
BAC 147,75953,15836,374237,290274,787 86.35
WFC 225,7303,0475,146233,923140 167,087.86
ADBE 168,5041,3607,115176,979220 80,445.00
XLC 137,14500137,1450 n/a
QCOM 106,3966,89315,763129,05280 161,315.00
XOM 124,5691321,333126,03441 307,400.00
FIZZ 123,150175750124,0750 n/a
CBOE 117,28069426117,7746,781,006 1.74
XLF 112,0613,300144115,50540 288,762.50
JBGS 113,87900113,8790 n/a

Data for 2019-04-12 to 2019-04-18 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.