Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY11,395,8942,585,004287,24514,268,1435,432,122 262.66
VXX8,777,4992,170,391244,28711,192,1784,341,857 257.77
UVXY6,509,5911,763,595232,7628,505,9484,581,633 185.65
QQQ4,787,8271,498,83889,9176,376,5812,970,714 214.65
NAKD3,515,2602,474,323155,6546,145,2371,678,471 366.12
CTRM2,286,4423,003,309134,1325,423,8842,217,692 244.57
IWM3,188,3182,076,69464,9425,329,9542,583,911 206.27
AAPL2,645,5781,442,566255,9274,344,0714,850,985 89.55
TQQQ3,055,659902,38838,1443,996,1902,001,555 199.65
VIAC2,138,3701,619,595105,7893,863,7541,884,337 205.05
SQQQ2,679,707750,878277,0593,707,6443,468,714 106.89
TME901,6342,104,01653,1493,058,8001,489,898 205.30
KRE1,760,777918,65422,4912,701,922705,368 383.05
SPXL2,196,934402,2697,9032,607,105386,337 674.83
SSO2,126,044407,46212,0112,545,516164,285 1,549.45
NUAN871,1391,536,150108,3302,515,6191,815,239 138.58
SNDL1,148,3881,152,125148,7832,449,2962,627,280 93.23
AMD1,462,210854,45869,6102,386,2792,368,413 100.75
XLE1,476,451734,179155,5762,366,2062,139,179 110.61
UPRO1,973,035376,79113,6752,363,501407,439 580.09
TZA1,853,508430,93225,2752,309,714689,407 335.03
IVV1,755,027535,52016,4402,306,987566,200 407.45
ORCL766,1001,308,74792,6912,167,538517,046 419.22
INTC1,361,953739,44950,6822,152,0841,747,197 123.17
XLF1,410,619518,917193,7192,123,2563,795,607 55.94

Data for 2021-04-08 to 2021-04-14 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.