Cboe Global Markets

Maker Opportunity

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SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADN)
SPY45,652,36917,026,531237,71162,916,6118,330,553 755.25
TZA42,583,3763,189,02057,30745,829,7033,266,048 1,403.22
AMC17,172,11013,194,9291,393,70931,760,74831,995,960 99.26
UVXY23,922,0056,641,607403,67830,967,28912,984,749 238.49
VXX23,777,5174,508,740123,69628,409,9529,988,750 284.42
SQQQ15,854,9848,685,90482,41124,623,29912,832,320 191.89
PLTR8,053,29010,024,533994,11419,071,93722,786,803 83.70
QQQ14,111,7334,582,867137,04818,831,6486,803,495 276.79
RWM15,224,514687,2324,64715,916,393149,387 10,654.47
SPXL13,599,0611,619,25113,12515,231,437883,468 1,724.05
SPXS12,619,2611,938,4725,43314,563,166830,245 1,754.08
UPRO12,110,4341,257,03830,99013,398,461655,879 2,042.83
AAPL7,756,3905,113,216192,37013,061,97612,974,034 100.68
TQQQ10,572,9452,318,39568,68312,960,0234,202,965 308.35
SPXU10,726,7331,796,41217,19212,540,3371,171,126 1,070.79
SDS11,090,2211,421,51212,14712,523,8801,402,878 892.73
CCL6,184,1485,690,957182,66412,057,7708,357,701 144.27
PSQ10,633,179506,3437,30211,146,824453,698 2,456.88
SSO9,467,877590,6777,63010,066,183211,496 4,759.51
SNDL4,352,8852,517,6853,078,3989,948,96847,332,526 21.02
SPLG8,046,531669,0113,1718,718,712337,585 2,582.67
CCIV3,572,1243,742,489496,5827,811,19413,317,835 58.65
PBR3,557,3244,114,134132,2597,803,7179,149,352 85.29
NIO4,725,0162,684,662274,9967,684,6747,873,672 97.60
IWM5,210,0152,287,23233,9137,531,1603,236,825 232.67

Data for 2021-02-19 to 2021-02-25 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.