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Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADV)
AMAT15,745,29012,17211,09715,768,559968 1,628,983.37
AAPL14,818,589130,96246,45814,996,00811,069 135,477.53
FB8,752,38248,00912,8248,813,2155,513 159,862.42
BABA6,969,359497,54462,7767,529,6808,701 86,538.10
BYND6,733,7306,85712,2236,752,8111,788 377,673.99
PTON3,436,1579,4903,9653,449,612200 1,724,806.00
HD2,133,1861377,2432,140,5654,394 48,715.63
CAKE1,283,336866941,284,1162,427 52,909.60
BAC603,37277,56732,215713,153226,164 315.33
CSCO611,21014,83622,864648,910203,266 319.24
CAE446,7282002,273449,2000 n/a
IBM321,3452,31019,664343,3194,842 7,090.44
AGM241,10000241,1000 n/a
SPY180,93926,12922,728229,796238,634 96.30
C177,0808,21133,850219,140211,061 103.83
GBCI216,80000216,8000 n/a
FSI205,3266571205,46272 285,363.89
QQQ141,70519,64424,003185,352181,672 102.03
A176,6633582,206179,226586 30,584.64
EEM156,3111,21020,956178,4772,752 6,485.36
JPM130,9296,65718,533156,119132,699 117.65
ACAD146,247170371146,78812,574 1,167.39
SBUX114,6594,54719,705138,911169,052 82.17
AMD109,5224,87324,488138,8837,474 1,858.22
BIDU117,0422,82911,964131,836128,299 102.76
Data for 2019-11-07 to 2019-11-13 inclusive.
Definitions
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.






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