Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
BAC503,380597,67175,6781,176,728201,663 583.51
SPY1,112,67116,45718,1051,147,233124,254 923.30
QQQ1,053,09514,6014,6351,072,331130,496 821.73
DIA588,7461,530755591,031149,932 394.20
C485,1242,9699,575497,667108,280 459.61
ZNGA420,61007420,6160 n/a
JPM412,7821,8452,437417,064103,455 403.14
SCHW367,1911,4181,221369,829128,606 287.57
CSCO351,8907,5375,731365,158134,319 271.86
MS344,8411,7732,628349,242131,254 266.08
SBUX228,1751,3502,304231,82970,060 330.90
GE206,8625,7742,124214,760191,325 112.25
RIO214,00055459214,61372,730 295.08
SDS207,20076742208,00988,170 235.92
PBR202,4731,41192203,977145,943 139.76
V194,3079631,326196,59571,767 273.94
EBAY182,790750841184,380109,112 168.98
BK180,699861466182,02676,054 239.34
VIAB173,8841,08253175,01979,061 221.37
X162,4852,0202,605167,11159,140 282.57
NKE135,115904845136,86452,501 260.69
AMD92,55310,08333,376136,013299 45,489.30
AA131,6731,7321,873135,27863,302 213.70
CM132,27313132,27768,940 191.87
TXN128,504831784130,11953,289 244.18

Data for 2019-11-29 to 2019-12-05 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.