Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
TZA2,801,301,2813,933,3633,1762,805,237,821340,472 823,926.14
PSQ2,268,617,782281,09229,5922,268,928,466161,917 1,401,291.07
SPDN2,009,960,339569,650602,010,530,04961,664 3,260,459.99
SDS1,773,677,669757,46413,5141,774,448,647220,615 804,319.13
RWM1,680,401,906697,9731101,681,099,98926,996 6,227,218.81
SH1,155,371,697292,3344,7141,155,668,745127,144 908,944.78
SPLG443,857,608940,8911,621444,800,121374,498 118,772.36
TWM256,955,261511,6362,325257,469,222658,180 39,118.36
SCO247,429,97683,381722247,514,07929,678 833,998.51
SRTY217,001,722558,3325,554217,565,608574,964 37,839.87
DGRO215,354,987203,3711,456215,559,81494,642 227,763.38
SPTI183,552,479233,0876,746183,792,31316,502 1,113,757.81
SHY177,205,8631,002,04321,967178,229,87494,603 188,397.70
DXD178,084,37958,5152,646178,145,54014,744 1,208,257.87
SQQQ155,771,6564,977,57383,417160,832,6473,204,280 5,019.31
SDOW145,904,248311,6115,109146,220,967211,789 69,040.87
IAU122,843,3712,049,3798,475124,901,225289,321 43,170.47
EEM114,980,8851,487,51470,434116,538,8331,521,786 7,658.03
SGOL110,651,263145,661320110,797,24450,673 218,651.44
GOVT110,517,307256,6971,808110,775,81226,197 422,856.86
FENY99,823,8477,48155999,831,8871,752 5,698,167.07
GLDM84,097,16983,21519,20484,199,58886,834 96,966.15
ZSL67,980,753266,5313,26168,250,545127,087 53,703.80
VGIT63,177,744299,95523163,477,93019,428 326,734.25
BNO59,693,32191,05261559,784,98823,861 250,555.25

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.