Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
AAPL9,308,42629,9547,1419,345,52160,026 15,569.12
ALG2,748,275002,748,2750 n/a
AGM2,346,700002,346,7000 n/a
BLK2,123,431369832,123,882493 430,807.71
GOOG1,751,7071,1201,0881,753,9151,405 124,833.81
GILD1,120,6672,3866,3671,129,4202,107 53,603.23
INDA792,9388651,590795,392327,386 242.95
CHK761,2806,7600768,0401,520 50,528.95
CBOE747,70920074747,983476,141 157.09
FEM571,100500571,150500 114,230.00
ORCL455,1794,4894,458464,1273,304 14,047.43
DB432,2584,935680437,8731,101 39,770.48
IRBT417,3071,95097419,3542,739 15,310.48
APRN407,3005,6000412,9003,500 11,797.14
ESP410,50000410,500500 82,100.00
VCR392,3001000392,400500 78,480.00
OILX370,35000370,3500 n/a
RAD328,2724,280117332,6695,141 6,470.90
IBM250,64874,3344,333329,31536,178 910.26
DGAZ322,378294218322,890226 142,871.68
GVI299,0004,5500303,5501,550 19,583.87
VXX217,01522,32843,946283,2896,349 4,461.95
M260,3982,308364263,0691,965 13,387.74
SPY203,03242,60416,280261,916102,734 254.95
T169,91610,52113,779194,2163,604 5,388.90

Data for 2020-01-21 to 2020-01-27 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.