Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
TQQQ15,786,1320015,786,1320 n/a
IBM9,107,72311,5252,4139,121,66123,141 39,417.75
MSFT1,064,28350,678132,4181,247,379342,867 363.81
XLF1,173,578001,173,5780 n/a
QQQ654,433332188654,952766,304 85.47
SPY634,9447,4072,090644,441836,592 77.03
JPM358,5401,7621,960362,262424,707 85.30
C325,8711,462860328,193449,376 73.03
DIA308,80620308,808364,628 84.69
CSCO260,057828770261,655506,666 51.64
MS238,36254690239,107466,074 51.30
SBUX222,0409160222,209338,227 65.70
V203,0400320203,360245,443 82.85
SDS197,14000197,140353,040 55.84
RIO196,56000196,560285,020 68.96
BK176,4200100176,520271,605 64.99
BAC165,5303507,820173,700429,210 40.47
PBR170,94000170,940390,640 43.76
SCHW163,3900220163,610319,291 51.24
EBAY162,522190230162,942304,072 53.59
QCOM156,42520140156,58560 260,975.00
X149,8401,5800151,420255,200 59.33
NKE148,8200100148,920198,026 75.20
TXN142,141125260142,526182,045 78.29
GE125,4751,5371,780128,792323,607 39.80

Data for 2019-06-11 to 2019-06-17 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.