Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
ECA 6,384,0792,1004,5416,390,720300 2,130,240.00
INPX 1,531,500001,531,5002,450 62,510.20
QQQ 598,405176152598,733809,332 73.98
HBI 582,32700582,3270 n/a
SPY 559,30720,7691,714581,790807,453 72.05
JPM 403,1431,3851,547406,075476,043 85.30
DIA 382,980028383,008404,253 94.74
C 361,9132,8162,366367,095460,397 79.73
GOGO 343,2672670343,5336,400 5,367.70
BAC 244,87067,29121,870334,031503,944 66.28
MS 308,3232,2224,004314,550463,111 67.92
MESA 282,25006,250288,5000 n/a
PBR 238,1467,1742,974248,294444,257 55.89
V 226,2394193226,373292,564 77.38
CSCO 221,5271,001893223,421421,276 53.03
RIO 198,843129136199,108275,241 72.34
TXN 195,54337394195,973225,507 86.90
SCHW 177,087136903178,127265,243 67.16
BK 161,632674258162,564280,758 57.90
EBAY 155,7462,901398159,045291,626 54.54
NKE 157,352204426157,982234,706 67.31
SBUX 157,54058251157,849265,369 59.48
SDS 149,9209020150,030276,240 54.31
GG 126,420015,188141,607125 113,285.60
X 135,4371,2881,868138,594225,586 61.44

Data for 2019-04-12 to 2019-04-18 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.