Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY13,535,6703,437,564344,16817,317,4024,964,249 348.84
TZA14,903,2451,353,30849,86116,306,4141,171,006 1,392.51
VXX11,065,9362,578,86179,33613,724,1334,309,014 318.50
UVXY10,290,8993,143,018167,34413,601,2627,947,426 171.14
CTRM5,405,5657,734,231236,39113,376,1885,619,287 238.04
SNDL5,494,5634,830,785313,29110,638,6394,172,626 254.96
NAKD4,713,0434,936,471502,46710,151,9812,633,545 385.49
BNGO3,867,6462,258,482171,9286,298,0573,405,569 184.93
IWM4,031,1182,151,17763,0906,245,3853,187,283 195.95
SQQQ4,641,6851,305,26857,3746,004,3272,542,120 236.19
SENS2,050,1393,516,494274,2355,840,8684,436,191 131.66
BB3,519,1822,086,852131,3365,737,3704,017,274 142.82
RWM5,145,189502,0654,8575,652,11096,363 5,865.44
EDEN5,549,3004,10405,553,4044,866 114,126.67
AAPL2,924,8042,159,795291,1565,375,7555,510,017 97.56
GME2,929,2422,085,913124,1115,139,2671,890,697 271.82
F3,778,9091,134,946195,2625,109,1177,405,932 68.99
MSFT1,576,0323,410,10795,1475,081,2861,711,157 296.95
SRTY3,824,089948,85917,2244,790,172329,094 1,455.56
INTC2,923,2721,465,16596,0624,484,4983,168,187 141.55
SPXS4,007,066448,7663,5954,459,427419,447 1,063.17
QQQ3,269,8161,081,34279,0014,430,1592,099,132 211.05
SPXL3,818,413566,3556,2704,391,038475,119 924.20
GEVO2,214,8841,992,294114,2764,321,4532,594,615 166.55
BPY562,9423,646,19212,5694,221,703806,227 523.64

Data for 2021-01-14 to 2021-01-21 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.