Cboe EDGX U.S. Equities Exchange Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY648,72439,19713,199701,120928,806 75.49
QQQ664,0801,3934,179669,652832,800 80.41
DIA310,220760542311,522333,920 93.29
GNC277,300080277,3800 n/a
JPM267,9571,1992,336271,492371,971 72.99
EBAY262,6042,6492,011267,264247,600 107.94
C251,2431,0482,336254,627381,275 66.78
AMZN243,0991,5802,256246,935100,740 245.12
TURN243,34000243,3400 n/a
SDS233,3204841,376235,180465,073 50.57
CSCO211,6002,8173,941218,358381,071 57.30
BAC203,5701,1885,990210,748451,252 46.70
MS196,4186593,100200,177359,019 55.76
SCHW166,0804421,689168,211271,658 61.92
SBUX161,0436461,680163,369225,609 72.41
RIO144,310361254144,925194,499 74.51
BK134,3605501,165136,076244,706 55.61
PBR128,3206042,833131,757296,663 44.41
NFLX118,8704,7085,686129,264195,291 66.19
VIAB123,6603361,316125,313260,511 48.10
V122,4365061,325124,267154,134 80.62
FAST122,2601861,744124,190212,952 58.32
TRMB122,1802959122,268161 75,942.86
NKE118,6604171,097120,174160,097 75.06
AIN110,40000110,4000 n/a

Data for 2019-10-14 to 2019-10-18 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.