Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
PLX 3,038,600003,038,6000 n/a
DCP 2,134,432002,134,4320 n/a
QQQ 780,126317340780,783610,332 127.93
SPY 725,3872,682215728,285601,276 121.12
CBOE 676,16100676,161361,540 187.02
JPM 434,92170377435,367429,941 101.26
DIA 396,9607,30060404,320356,191 113.51
C 401,5342748401,609463,487 86.65
INDA 401,46000401,460346,680 115.80
SDS 314,8404,02033318,893294,814 108.17
AMD 315,91345466316,42595 333,078.95
BWZ 297,40000297,4000 n/a
MS 288,22017182288,419402,229 71.71
DXD 281,00000281,0000 n/a
SBUX 274,715166132275,014326,032 84.35
RIO 269,19799177269,474326,494 82.54
ADBE 267,45800267,4580 n/a
CSCO 248,3882,202280250,870401,617 62.46
BK 248,44000248,440325,620 76.30
SCHW 246,9604179247,080327,931 75.35
NKE 246,735143176247,054285,190 86.63
V 241,900105180242,185258,647 93.64
SDOW 234,41600234,4160 n/a
AAPL 188,15418,2956,821213,270100,311 212.61
SPXS 208,5500472209,022100 209,022.00

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.