Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
PSQ2,899,758,7831,180,7731,4202,900,940,976197,706 1,467,300.42
SQQQ1,453,825,3432,445,14518,2971,456,288,7852,783,008 52,327.87
SDS747,900,710176,0732,997748,079,780286,694 260,933.18
SH709,500,62494,506163709,595,292174,717 406,139.81
QID430,463,240170,4791,557430,635,277266,930 161,328.92
SPDN382,674,24943,5470382,717,79514,734 2,597,514.56
RWM160,456,53152,7540160,509,28539,607 405,254.84
EEM118,659,3431,249,1117,876119,916,3312,261,751 5,301.92
SPLG105,589,137109,299179105,698,61511,499 919,198.32
SRTY104,381,21923,368340104,404,92771,232 146,570.26
TWM78,206,25322,131078,228,38444,732 174,882.38
SPXU77,924,656200,6746,47578,131,806134,847 57,941.08
SGOL73,510,867123,24316073,634,27131,927 230,633.23
SHY54,347,26640,5282,00254,389,79657,361 94,820.17
GLDM48,611,08944,250348,655,34227,547 176,626.65
SDOW41,282,702125,9152,74441,411,36127,144 152,561.75
SPY31,730,2361,797,442182,81933,710,4972,538,637 1,327.90
SPXS32,663,439203,46715,19932,882,106100,232 32,806.00
EFA28,972,584348,51510,53829,331,636935,544 3,135.25
BAR27,972,8075,89410027,978,8015,492 509,446.49
TZA27,565,996125,9063,15927,695,06173,166 37,852.36
GOVT27,072,755118,3876327,191,20626,159 103,945.89
OUNZ24,630,9121,88322024,633,0164,069 605,382.55
FENY24,159,6722,87218724,162,73111,178 216,163.28
UVXY19,130,4292,423,02783,53921,636,9951,255,401 1,723.51

Data for 2021-11-19 to 2021-11-26 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.