Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
INPX 42,815,07570020042,815,9752,250 1,902,932.22
ECA 2,141,1683,5543,3142,148,0352,440 88,034.22
XLB 1,388,87219,98320,1391,428,9941,533 93,215.53
INDA 858,98000858,980315,060 272.64
CBOE 813,447030813,477445,469 182.61
SPY 659,4259,5481,220670,193683,031 98.12
QQQ 663,086446691664,223638,289 104.06
BGS 486,340150462486,9510 n/a
DIA 440,15807440,165387,863 113.48
JPM 435,726967759437,453390,509 112.02
C 411,3652,911863415,139389,737 106.52
ADBE 375,1591,3904,729381,278423 90,136.64
MS 345,4123,0485,068353,528407,109 86.84
BAC 243,30956,17723,725323,211442,795 72.99
FB 307,0781044307,132200 153,566.00
TSLA 280,1831,9335,247287,3631,189 24,168.46
V 265,532207423266,162285,541 93.21
PBR 245,7948,48211,858266,133391,764 67.93
MDCO 246,46700246,4670 n/a
CSCO 227,4586,6721,986236,115368,730 64.03
BK 213,72292155213,970279,778 76.48
RIO 209,288329417210,034236,410 88.84
TXN 205,554939392206,885210,218 98.41
BBBY 194,6481,5004,463200,610433 46,330.25
SCHW 183,363496692184,550226,485 81.48

Data for 2019-04-11 to 2019-04-17 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.