Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY16,660,4065,270,206337,45122,268,0637,282,646 305.77
QQQ12,857,6773,859,638139,96316,857,2784,296,696 392.33
UVXY10,053,1552,382,882280,30112,716,33711,358,052 111.96
VXX8,586,8373,105,56258,32811,750,7272,912,832 403.41
TQQQ6,294,4861,832,52962,1448,189,1593,503,916 233.71
SNDL4,541,8262,387,49586,4347,015,7552,078,622 337.52
FAMI4,423,8651,927,09091,7656,442,7201,538,781 418.69
SQQQ4,957,8461,215,037212,6666,385,5494,347,662 146.87
OCGN3,392,7652,785,509177,9486,356,2222,464,495 257.91
SPXS5,011,878888,36624,1045,924,348893,986 662.69
IWM3,695,3011,687,33259,1955,441,8292,491,395 218.42
SPXL4,031,567950,55414,8034,996,923912,754 547.46
AAPL2,970,1381,500,644232,9434,703,7255,616,139 83.75
COCP1,573,4501,879,0101,169,6344,622,0944,731,903 97.68
SSO3,570,2981,033,14917,1004,620,547337,798 1,367.84
IVV3,485,2371,032,94416,9054,535,086874,082 518.84
PRPO2,477,5011,630,138279,0914,386,7302,817,060 155.72
UPRO3,536,394588,39713,5674,138,358622,148 665.17
SLV3,280,513683,196158,6844,122,3922,496,888 165.10
VOO3,185,125634,9838,6453,828,752697,279 549.10
GLD2,816,521947,85038,3203,802,6921,077,557 352.90
QID2,810,724775,977176,1593,762,8591,176,008 319.97
SVXY2,503,839780,55723,6593,308,055840,172 393.74
NAKD1,938,8271,297,52436,9513,273,3021,035,787 316.02
SPXU2,345,922819,21418,2863,183,421465,073 684.50

Data for 2021-05-03 to 2021-05-07 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.