Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY5,475,26456,45124,1335,555,848189,864 2,926.23
DD3,411,4511206103,412,181200 1,706,090.50
QQQ1,738,39114,8588,3631,761,613151,006 1,166.58
BAC1,337,8778,6814,5241,351,081161,359 837.31
CSCO1,287,11812,16920,8581,320,145181,083 729.03
DIA1,267,9935,7352,0901,275,818181,685 702.21
MS1,199,1316,6846,2831,212,098151,076 802.31
JPM1,143,95515,0166,1331,165,104192,377 605.64
C1,031,28018,20515,9051,065,390185,086 575.62
AAPL1,022,30614,59719,5891,056,49278,159 1,351.72
SDS972,6603661,094974,120125,514 776.10
V802,8647,2563,125813,245178,093 456.64
F684,56735,85214,200734,619313,708 234.17
EBAY693,8764,1864,094702,155142,391 493.12
BK664,6678,42414,579687,671147,801 465.27
GE681,2252,0763,533686,834144,850 474.17
RIO649,4873,5192,467655,473154,001 425.63
SCHW642,2231,8401,471645,534117,133 551.11
SBUX590,2708,7823,424602,475136,997 439.77
PBR515,4613,0642,979521,503207,687 251.10
INDA482,8671,9376,682491,486170,475 288.30
FAST440,9536,13614,628461,716132,885 347.46
TEVA439,2471,0941,360441,702127,658 346.00
NKE377,4206,4333,291387,145111,066 348.57
X343,9273,4733,510350,910120,599 290.97

Data for 2020-03-24 to 2020-03-30 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.