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Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
AAPL7,416,78713,76476,4857,507,03614,625 51,330.16
ABEV6,786,308006,786,3080 n/a
BAC1,393,79890,5152,0121,486,325139,661 1,064.24
QQQ1,388,3312,9542,9441,394,229243,514 572.55
SPY1,352,8421,3772,9411,357,160162,249 836.47
DIA991,8607152,410994,986253,451 392.58
C815,3831,2363,662820,281144,769 566.61
ZEN756,73100756,7310 n/a
XLF461,284214,4493,220678,9548,140 8,340.96
JPM624,1784451,745626,368134,061 467.23
CSCO600,4653,765836605,066134,979 448.27
MS588,186631,200589,449119,245 494.32
F481,19190,3582,584574,133145,645 394.20
BK534,94932641535,622131,441 407.50
SLV475,11100475,1110 n/a
X453,3944222,170455,986106,027 430.07
PBR403,79113,583920418,294173,991 240.41
EFA403,19000403,1900 n/a
IBM386,7132,2617,847396,8202,642 15,019.68
GE368,87326,640946396,459184,528 214.85
SBUX360,6311,6032,350364,584136,384 267.32
SCHW353,1701701,382354,72384,114 421.72
V350,7811901,466352,437125,014 281.92
EWW327,08000327,0800 n/a
EEM319,67900319,6790 n/a

Data for 2021-01-11 to 2021-01-15 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.