Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY20,798,7487,974,405315,96729,089,1214,914,699 591.88
RJI17,653,60818,2607017,671,9381,922 919,455.67
EDU4,374,1985,446,5191,245,68411,066,40010,925,593 101.29
VXX8,450,2602,052,71390,26010,593,2342,606,798 406.37
UVXY6,200,8863,744,55259,58710,005,0243,301,908 303.01
TAL3,433,2334,039,412297,2017,769,8464,032,983 192.66
QQQ5,858,6891,364,76482,3067,305,7592,658,220 274.84
IWM3,327,3391,829,63894,4035,251,3792,280,001 230.32
TQQQ3,593,1621,108,77835,5114,737,4521,634,935 289.76
AMC2,508,2562,029,14584,2044,621,6061,682,386 274.71
AAPL3,040,3301,032,533173,0054,245,8683,962,225 107.16
NIO2,103,1751,404,33783,6843,591,1972,153,173 166.79
CEMI1,695,1981,496,961316,4473,508,6062,492,029 140.79
AMD2,029,9011,069,66882,2813,181,8502,262,483 140.64
DIDI1,174,0601,649,90690,6012,914,5671,457,320 199.99
TLT1,948,540866,16764,6172,879,3241,766,766 162.97
VIXY2,092,586645,3232,8262,740,735332,505 824.27
SVXY2,230,957443,0186,6002,680,575429,578 624.00
SNDL1,742,920857,05468,4662,668,4402,243,955 118.92
SPXL2,212,375368,3395,0312,585,746379,716 680.97
IGC1,352,2141,011,297183,6102,547,1211,658,078 153.62
BABA1,805,441571,45589,3662,466,2631,459,425 168.99
SSO2,061,283382,1414,5172,447,941223,915 1,093.25
XLF1,548,934731,898155,5132,436,3452,521,966 96.60
SNAP1,587,845714,877110,4002,413,1221,729,995 139.49

Data for 2021-07-21 to 2021-07-27 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.