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Maker Opportunity

SymbolMissed LiquidityExhausted LiquidityRouted LiquidityVolume OpportunityCboe ADVLiquidity Opportunity
(% of ADV)
AAPL5,342,16667,772373,0375,782,97529,458 19,631.25
EEM2,355,764304,4802,360,2740 n/a
AMD1,757,7615,156110,9071,873,823272 688,905.51
BGS492,96240275493,278120 411,065.00
INPX437,31400437,3140 n/a
FB400,8341222,168403,124102 395,219.61
IBM288,6026,51548,208343,3256,690 5,131.91
GOGO339,31288020340,2128,580 3,965.17
MSFT276,0511527,884284,087247 115,014.98
RWR244,1510825244,9760 n/a
SPY151,40843,70827,237222,352194,969 114.04
BB214,67312080214,8731,721 12,485.36
BAC131,67241,63331,773205,079265,772 77.16
SYMC186,4481,10397187,6482,729 6,876.07
VER175,29600175,2960 n/a
GM160,9347642,331164,02926 630,880.77
UNIT149,305050149,3550 n/a
ASHR144,74800144,7480 n/a
XOM134,2644606,508141,232120 117,693.33
SIRI129,06911,222887141,178136,662 103.30
QCOM111,0376,03617,021134,093631 21,250.87
FIZZ123,250175750124,1750 n/a
XLF114,4533,350980118,78340 296,957.50
XLV113,81320350114,183100 114,183.00
DIS90,8981,20720,996113,101127 89,055.91
Data for 2019-04-17 to 2019-04-24 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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