Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
QQQ727,6485,7885,599739,035847,907 87.16
SPY667,2517,5247,381682,155839,990 81.21
GSY603,000500875604,375127 475,885.83
DIA593,3891,1952,700597,284438,305 136.27
ANGL429,00000429,0000 n/a
ZTO375,416533667376,616207 181,940.10
JPM368,1881,3952,306371,889430,500 86.39
C362,7483,9813,094369,824499,379 74.06
AMD356,5939731,418358,985775 46,320.65
GOVT353,20001,000354,2000 n/a
SDS312,8002,0461,680316,526442,328 71.56
CSCO305,3136,8372,189314,340457,345 68.73
SHY294,39202,100296,492100 296,492.00
MS267,7493,4003,151274,300491,801 55.77
PBR259,4804,3892,130265,999471,338 56.43
JNK252,7813831,233254,3980 n/a
CNAT229,50000229,5000 n/a
SBUX215,8513,4832,574221,907294,207 75.43
BAC197,6873,2273,620204,534477,510 42.83
EBAY199,1991,928510201,636348,133 57.92
SCHW191,3404,2201,285196,845346,805 56.76
RIO190,3002,7222,650195,672264,264 74.04
NEAR181,38401,500182,8840 n/a
NKE161,6272,2072,450166,284213,240 77.98
CX163,000902,026165,116376 43,913.83

Data for 2019-08-19 to 2019-08-23 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.