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Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
BIS6,284,8541352,6076,287,5960 n/a
MSFT4,431,0043,3008684,435,1722,277 194,781.38
SAN3,997,1243631,1283,998,61681 4,936,562.96
NAK3,017,099879133,018,0981 301,809,800.00
XLF1,824,838577,8382,9632,405,63934,683 6,936.08
ITUB1,828,20501001,828,30580 2,285,381.25
IBM1,546,4856,66943,6391,596,7942,276 70,157.91
XLE1,379,3586,1992071,385,764340 407,577.65
XLK1,233,3721,4414171,235,230920 134,264.13
FB1,185,9414,38816,0291,206,357346 348,658.09
SQQQ1,205,3910801,205,471720 167,426.53
AAPL1,031,02326,02749,9921,107,04216,653 6,647.70
UVXY1,078,64502,5031,081,14938,650 2,797.28
NTZ1,067,97414901,068,1231 106,812,300.00
SLV864,007080864,0870 n/a
CSCO766,46788,2204,593859,281117,795 729.47
GGB840,316040840,35640 2,100,890.00
XOM771,4338,81510,153790,4003,074 25,712.43
EWZ787,662062787,724140 562,660.00
TLH744,7000125744,8250 n/a
TOT738,3170130738,4470 n/a
SDS406,191281,2123,180690,583115,240 599.26
EEM671,8060722672,5283,283 20,485.17
EFA654,19402,941657,13516,662 3,943.91
SPY608,50634,4192,842645,767113,767 567.62

Data for 2021-05-11 to 2021-05-17 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.