Maker Opportunity

Download

Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SHY	125,966,971	220,983	6,651	126,194,605	111,303	113,379.34
GOVT	111,944,415	430,480	66,859	112,441,755	39,705	283,192.94
FENY	101,931,254	57,558	645	101,989,458	74,468	136,957.43
EEM	82,232,190	563,855	115,999	82,912,044	1,391,860	5,956.92
EWU	55,372,395	280,892	4,460	55,657,747	91,511	60,820.83
SCHO	44,880,726	207,887	2	45,088,614	22,525	200,171.43
VGSH	40,373,397	55,260	1,413	40,430,070	31,814	127,082.64
IYE	37,032,275	55,983	4,113	37,092,371	287,429	12,904.88
EFA	30,152,420	456,170	35,436	30,644,026	908,092	3,374.55
SPTI	29,463,868	6,176	3,585	29,473,630	12,908	228,336.15
FXN	25,475,134	16,134	6,395	25,497,663	18,230	139,866.50
UVXY	21,315,063	2,001,950	166,186	23,483,199	857,406	2,738.87
SQQQ	20,572,832	2,548,259	93,399	23,214,490	3,060,299	758.57
EWG	21,865,372	282,514	6,671	22,154,557	201,360	11,002.46
SPY	20,968,399	1,021,342	116,135	22,105,876	1,099,603	2,010.35
SPHQ	21,865,565	23,483	2,352	21,891,401	7,779	281,416.65
F	18,493,002	416,111	233,407	19,142,519	1,169,763	1,636.44
XLF	16,085,063	409,359	156,135	16,650,556	1,719,825	968.15
VGIT	15,869,760	40,592	2,417	15,912,768	42,801	37,178.50
VXX	12,976,409	2,090,374	309,618	15,376,401	902,243	1,704.24
BBD	14,680,959	216,871	95,183	14,993,013	814,554	1,840.64
EWP	14,220,691	36,260	8,638	14,265,589	80,783	17,659.15
SPYG	14,176,286	26,612	1,733	14,204,631	39,059	36,367.11
SPYV	14,017,234	9,746	1,200	14,028,180	45,099	31,105.30
PEY	13,361,882	60,161	722	13,422,764	10,431	128,681.47

Data for 2021-11-19 to 2021-11-26 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.