Cboe EDGA U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
INTC20,606,93734542520,607,707273 7,548,610.62
CAT17,488,6581552717,489,200600 2,914,866.67
IBM5,620,29814,1212,2575,636,676215,484 2,615.82
HD3,007,93712,9675403,021,4441,447 208,807.46
XLF1,607,5893503,8921,611,831293 550,112.97
YUM974,08847394974,529502 194,129.28
QQQ818,5862,0392,085822,709569,176 144.54
MU784,360193990785,544466 168,571.67
SPY761,7352,9163,289767,939646,963 118.70
CBOE712,25000712,250335,051 212.58
INDA695,2392,096179697,514317,265 219.85
GOOGL516,84700516,84750 1,033,694.00
AAPL430,14535,5202,610468,27422,821 2,051.94
C375,3101,8381,157378,305389,958 97.01
JPM359,7542,2852,968365,007356,485 102.39
DIA345,4201,6844,072351,176330,674 106.20
CSCO321,6493,6781,050326,376446,975 73.02
MS306,7564,6262,491313,873444,545 70.61
SBUX275,7471,6782,079279,503294,089 95.04
JNJ261,6960133261,829235 111,416.60
SDS236,0827351,200238,018306,089 77.76
V226,8431,2572,618230,717259,525 88.90
BK215,7755,5871,246222,608253,126 87.94
BAC212,2443,604931216,780450,338 48.14
RIO213,1112,907450216,468261,350 82.83

Data for 2019-06-10 to 2019-06-14 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.