Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY Jun 3 526.00 Put [03lEFq]	59,124	4,091	402	63,617	15,221	417.96
SPY Jun 3 526.00 Call [03lEFp]	58,212	2,448	151	60,811	13,127	463.25
SPY Jun 4 526.00 Put [03lLGI]	54,066	2,218	365	56,648	10,898	519.80
SPY Jun 3 525.00 Put [03lEFg]	53,237	3,074	134	56,445	16,249	347.38
SPY Jun 4 527.00 Put [03lLGE]	49,716	1,476	261	51,452	6,896	746.11
SPY Jun 4 527.00 Call [03lLGG]	47,453	2,102	389	49,944	10,695	466.98
SPY Jun 3 525.00 Call [03lEF8]	46,940	2,233	279	49,452	9,080	544.63
SPY Jun 3 527.00 Put [03lEFz]	45,098	2,863	256	48,217	10,087	478.01
SPY Jun 3 524.00 Put [03lEFc]	44,378	2,852	163	47,393	12,271	386.22
SPY Jun 3 524.00 Call [03lEFt]	43,048	1,353	115	44,516	13,111	339.53
SPY Jun 3 528.00 Put [03lEF4]	40,937	2,038	198	43,173	8,817	489.66
SPY Jun 4 526.00 Call [03lLGK]	41,349	1,506	74	42,929	8,274	518.84
SPY Jun 4 528.00 Call [03lLGC]	37,875	3,571	259	41,704	12,570	331.77
SPY Jun 3 527.00 Call [03lEG1]	35,147	3,706	222	39,075	17,204	227.13
QQQ Jun 3 451.00 Put [03lDR0]	30,993	6,677	137	37,807	13,076	289.13
QQQ Jun 4 452.00 Put [03lKi6]	25,187	11,524	109	36,820	15,612	235.84
SPY Jun 4 525.00 Put [03lLGL]	34,772	1,599	141	36,511	9,338	390.99
SPY Jun 4 528.00 Put [03lLGA]	31,042	483	277	31,802	3,920	811.28
SPY Jun 3 528.00 Call [03lEG2]	28,820	2,624	132	31,576	14,620	215.98
QQQ Jun 4 451.00 Put [03lKi8]	18,952	11,343	188	30,483	13,695	222.58
QQQ Jun 4 453.00 Put [03lKi4]	22,499	7,101	23	29,622	8,276	357.93
SPY Jun 5 527.00 Put [03lOIN]	26,585	1,344	51	27,980	2,402	1,164.86
QQQ Jun 3 452.00 Put [03lDQ6]	24,406	2,562	116	27,084	9,597	282.21
SPY Jun 3 523.00 Put [03lEFs]	25,779	1,042	32	26,853	9,199	291.91
SPY Jun 4 525.00 Call [03lLGM]	25,327	694	32	26,053	2,614	996.67

Data for 2024-06-03 to 2024-06-07 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.