Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY12,664,8453,497,589337,25616,499,6904,834,996 341.26
UVXY10,987,8743,232,126127,08114,347,0818,308,025 172.69
VXX11,095,9572,863,74289,48214,049,1824,316,847 325.45
CTRM5,769,4017,714,055208,84113,692,2975,380,718 254.47
TZA12,046,0961,117,95851,53413,215,5881,165,639 1,133.76
NAKD5,141,8976,070,953505,50311,718,3542,428,977 482.44
SNDL4,879,3544,126,487294,4389,300,2793,489,919 266.49
BB4,073,6842,130,537143,9096,348,1294,293,374 147.86
SENS2,172,8373,675,862447,7146,296,4135,438,045 115.78
IWM4,029,1812,082,24360,1936,171,6173,217,542 191.81
SQQQ4,579,0831,310,01464,6295,953,7262,398,939 248.18
BNGO3,587,6882,096,848175,7935,860,3283,056,664 191.72
GME3,264,6352,365,714145,1455,775,4942,774,098 208.19
RWM4,956,563467,2546,1795,429,99696,757 5,611.99
AAPL2,935,9752,182,812311,1305,429,9185,669,843 95.77
F3,815,7101,172,000226,8975,214,6076,972,318 74.79
AMC2,535,1272,102,314145,7374,783,1783,858,770 123.96
GEVO2,306,8182,069,020120,9024,496,7402,547,154 176.54
SRTY3,776,591640,92331,2664,448,781308,495 1,442.09
QQQ3,130,691980,33977,0564,188,0862,048,939 204.40
GSAT1,162,3442,885,820139,7644,187,9282,189,518 191.27
INTC2,699,7411,340,54698,8254,139,1123,142,514 131.71
SPXL3,598,003530,3897,6494,136,041455,802 907.42
SPXS3,664,549426,9532,8584,094,360449,386 911.10
BPY563,4933,508,27911,3764,083,149745,470 547.73

Data for 2021-01-15 to 2021-01-22 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.