Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY54,704,06021,927,389547,27677,178,72510,735,542 718.91
UVXY23,496,8495,658,589297,13429,452,57219,258,605 152.93
VXX22,900,5854,887,238190,86727,978,6909,587,864 291.81
SQQQ14,973,0087,485,771195,68522,654,46410,007,230 226.38
TZA19,376,9871,975,832207,60621,560,4261,777,540 1,212.94
QQQ14,977,2975,173,507233,09220,383,8966,038,889 337.54
TQQQ11,718,5802,588,25852,17514,359,0133,584,176 400.62
SPXS12,084,8012,218,37115,04514,318,217762,258 1,878.40
SPXL11,775,6921,356,84713,35313,145,892612,483 2,146.33
AMC6,475,1575,906,094617,79812,999,0498,209,497 158.34
SPXU10,845,3812,013,76030,93812,890,0791,070,115 1,204.55
UPRO9,986,3161,255,32016,80611,258,442558,857 2,014.55
SSO9,861,3081,057,35310,87110,929,531277,984 3,931.71
AAPL5,579,8274,619,195326,69210,525,7148,819,857 119.34
IWM6,287,2492,838,22599,4299,224,9044,144,542 222.58
RWM8,217,718800,087118,0859,135,891239,265 3,818.31
PLTR3,668,0514,636,087281,1178,585,2556,840,702 125.50
SPLG7,500,032723,44723,0818,246,560352,041 2,342.50
SDS6,999,726964,82719,4017,983,9541,013,162 788.02
PTN7,554,12892,75131,6437,678,521145,486 5,277.84
QID5,897,4101,250,396117,5487,265,3541,259,804 576.71
VOO6,280,082969,47712,7997,262,358469,361 1,547.29
IVV5,634,057937,45520,5296,592,042447,581 1,472.82
TLT3,554,1712,787,69097,6626,439,5232,606,406 247.07
SH5,580,587363,24725,2215,969,055958,891 622.50

Data for 2021-02-19 to 2021-02-25 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.