Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
QQQ987,52000987,520548,630 180.00
SPY968,0584820968,540607,160 159.52
INDA833,48000833,480297,960 279.73
EEM810,6130217810,8300 n/a
CBOE651,380020651,400287,300 226.73
C523,3561000523,456453,580 115.41
DIA508,52000508,520396,860 128.14
JPM459,6975900460,287370,580 124.21
SDS452,085200452,105366,940 123.21
MS436,4001400436,540494,417 88.29
CSCO421,0161890421,205403,420 104.41
GOOD352,30000352,3000 n/a
EBAY325,9948010326,795364,594 89.63
SBUX300,5651,3480301,912283,367 106.54
BAC275,61310,9690286,583496,980 57.66
PBR278,58000278,580429,260 64.90
SCHW275,04000275,040337,020 81.61
RIO270,92000270,920243,300 111.35
BBAR269,61300269,6130 n/a
FSI243,03300243,0330 n/a
FAST221,885220221,907216,029 102.72
NKE217,22000217,220206,480 105.20
BK208,4801200208,600230,880 90.35
VIAB204,91400204,914248,516 82.46
GE198,2701,041142199,452463,550 43.03

Data for 2019-08-12 to 2019-08-16 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.