Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY143,986,55835,892,6271,199,895181,079,08123,147,131 782.30
VXX70,251,41227,470,003203,12797,924,54215,428,253 634.71
TQQQ52,789,41122,651,422384,73775,825,57016,091,185 471.22
UPRO64,195,8238,679,33848,02272,923,1832,253,968 3,235.32
UVXY48,828,95415,115,185280,36664,224,50516,964,314 378.59
SSO54,205,9839,651,6467,45463,865,0831,668,626 3,827.41
SDS48,239,7598,709,97729,28256,979,0181,368,539 4,163.49
SPXS48,736,0925,791,419111,95954,639,4693,416,737 1,599.17
SQQQ35,570,1958,953,205273,32144,796,7228,341,295 537.05
QQQ33,945,7929,980,478698,71144,624,98110,462,469 426.52
SPLG40,743,9803,653,46114,54944,411,991496,171 8,950.94
VOO31,068,4664,571,95827,94635,668,3702,693,890 1,324.05
QID27,469,5905,215,73714,47432,699,8017,470,081 437.74
IVV27,188,0254,299,03739,67031,526,7332,502,193 1,259.96
SPDN22,102,5376,946,0322,78129,051,350189,890 15,299.04
SPXU24,011,0753,920,649233,40128,165,1242,161,353 1,303.12
ARKK6,498,63416,143,907157,06622,799,6074,787,208 476.26
SPXL19,175,6012,431,93323,14221,630,6761,127,052 1,919.23
IWM15,466,5145,132,952277,09320,876,5596,805,974 306.74
VIXY15,761,0574,582,37335,74320,379,1733,706,844 549.77
SH17,315,2141,930,78768,09519,314,0962,322,861 831.48
QLD16,267,6462,127,19436,54518,431,3851,782,957 1,033.75
AAPL11,950,9174,268,554533,45716,752,9278,346,964 200.71
XLF12,255,3162,789,359301,81215,346,48810,510,444 146.01
SDOW11,009,8471,489,711123,32512,622,8841,369,266 921.87

Data for 2022-01-24 to 2022-01-28 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.