Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
AAAU9,835,580009,835,5800 n/a
ZNGA1,891,9482,0491,6631,895,6593,919 48,370.99
SPY1,437,30626,44622,7871,486,539215,051 691.25
QQQ1,344,07410,5085,4301,360,012152,330 892.81
DIA839,0393,5605,635848,234195,913 432.96
AAPL794,45120,76411,638826,85378,288 1,056.17
VXX693,2349,80777,041780,0838,917 8,748.27
AGM777,100250650778,0000 n/a
MS526,9019,27015,517551,689156,868 351.69
BAC492,30016,35830,942539,600204,262 264.17
CSCO507,4368,42822,786538,650133,051 404.84
JPM525,5041,7561,540528,799128,540 411.39
C502,3681,5442,538506,450104,067 486.66
SCHW404,7755,88314,867425,525141,199 301.37
SBUX385,8708,01711,624405,511120,408 336.78
ALG367,100425125367,6500 n/a
V344,4378,25311,447364,136117,705 309.36
SDS358,3001,518548360,366140,346 256.77
GE320,05811,9642,031334,052268,987 124.19
PBR295,79913,51421,397330,710197,358 167.57
AA271,70218,8437,566298,111100,825 295.67
EBAY274,9654,76213,296293,024112,773 259.84
NKE256,5493,0411,363260,95381,128 321.66
BK228,4914,14311,018243,65190,633 268.83
F194,27311,30322,541228,116257,278 88.67

Data for 2020-01-21 to 2020-01-27 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.