Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
AAPL 3,852,384323,86728,6404,204,891163,758 2,567.75
RVP 2,256,650002,256,6500 n/a
INTT 1,054,600001,054,6000 n/a
AROW 1,037,437001,037,4370 n/a
ADOM 835,95000835,9500 n/a
BABY 747,50164040748,18130,327 2,467.05
SPY 706,48723,3221,147730,957832,805 87.77
QQQ 667,1441,440355668,938875,395 76.42
AMD 578,9423012,533581,775460 126,472.83
ADAP 576,60000576,6000 n/a
PLX 491,05000491,0500 n/a
JPM 411,621328109412,058529,244 77.86
ADIL 395,33300395,3330 n/a
DIA 375,68022031375,931398,834 94.26
C 348,785257336349,378554,938 62.96
MSFT 198,48632,06857,600288,154128,888 223.57
CSCO 224,4697,91936,266268,654481,436 55.80
MS 248,728282232249,242480,105 51.91
ADBE 247,65401,457249,1110 n/a
SBUX 248,458417193249,068411,522 60.52
RIO 243,595243104243,942391,104 62.37
AMZN 227,4347,799984236,218161,134 146.60
BK 224,46000224,460382,540 58.68
SDS 224,380053224,433474,906 47.26
SCHW 218,240211170218,622412,375 53.02

Data for 2019-02-11 to 2019-02-15 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.