Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
VXX29,585,1487,872,683211,85937,669,6905,206,257 723.55
SPY26,364,7957,835,573533,46434,733,8319,038,155 384.30
UVXY25,509,4717,605,78287,42433,202,6776,397,637 518.98
KOLD9,494,913686,4033,91310,185,228256,898 3,964.70
VIXY6,999,6932,047,18927,1649,074,0461,104,128 821.83
SPXL6,822,7651,671,49333,0218,527,279915,204 931.74
AAPL5,187,8043,052,702187,3858,427,8915,651,430 149.13
UPRO6,879,0661,302,12310,2638,191,4521,146,711 714.34
QQQ6,578,4021,413,890106,2348,098,5263,265,546 248.00
FAMI2,894,6863,638,345205,9516,738,9835,438,883 123.90
IWM4,248,8652,250,166188,9456,687,9752,985,721 224.00
TQQQ5,214,9111,329,15752,9596,597,0262,606,851 253.06
SSO5,240,4491,099,6237,7866,347,859423,920 1,497.42
SQQQ2,988,9803,111,78291,4496,192,2113,550,410 174.41
SVXY4,913,5241,104,21721,4326,039,173732,512 824.45
VOO4,537,044617,44510,1235,164,612779,423 662.62
SLV4,135,176923,42917,0255,075,6313,314,924 153.11
UNG4,206,452717,71018,0024,942,164670,326 737.28
SPXS3,869,4361,060,60311,3994,941,438572,899 862.53
IVV3,907,233661,70014,9564,583,890718,691 637.81
SDS3,565,722680,85885,6734,332,253539,058 803.67
SPXU2,259,5921,643,39227,2363,930,219460,432 853.59
AMC2,201,8521,419,79385,5523,707,1971,554,924 238.42
LCID2,387,1591,014,23480,0803,481,4731,805,252 192.85
CMCSA2,441,613964,21552,0133,457,8411,993,304 173.47

Data for 2021-09-14 to 2021-09-20 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.