Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SHY125,966,971220,9836,651126,194,605111,303 113,379.34
GOVT111,944,415430,48066,859112,441,75539,705 283,192.94
FENY101,931,25457,558645101,989,45874,468 136,957.43
EEM82,232,190563,855115,99982,912,0441,391,860 5,956.92
EWU55,372,395280,8924,46055,657,74791,511 60,820.83
SCHO44,880,726207,887245,088,61422,525 200,171.43
VGSH40,373,39755,2601,41340,430,07031,814 127,082.64
IYE37,032,27555,9834,11337,092,371287,429 12,904.88
EFA30,152,420456,17035,43630,644,026908,092 3,374.55
SPTI29,463,8686,1763,58529,473,63012,908 228,336.15
FXN25,475,13416,1346,39525,497,66318,230 139,866.50
UVXY21,315,0632,001,950166,18623,483,199857,406 2,738.87
SQQQ20,572,8322,548,25993,39923,214,4903,060,299 758.57
EWG21,865,372282,5146,67122,154,557201,360 11,002.46
SPY20,968,3991,021,342116,13522,105,8761,099,603 2,010.35
SPHQ21,865,56523,4832,35221,891,4017,779 281,416.65
F18,493,002416,111233,40719,142,5191,169,763 1,636.44
XLF16,085,063409,359156,13516,650,5561,719,825 968.15
VGIT15,869,76040,5922,41715,912,76842,801 37,178.50
VXX12,976,4092,090,374309,61815,376,401902,243 1,704.24
BBD14,680,959216,87195,18314,993,013814,554 1,840.64
EWP14,220,69136,2608,63814,265,58980,783 17,659.15
SPYG14,176,28626,6121,73314,204,63139,059 36,367.11
SPYV14,017,2349,7461,20014,028,18045,099 31,105.30
PEY13,361,88260,16172213,422,76410,431 128,681.47

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.