Maker Opportunity

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SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SLV Apr 3 23.00 Call [03h4t3]017,132017,132775 2,210.58
SPY Mar 22 522.00 Call [03deB5]13,5371,8391,18016,55666,453 24.91
SPY Mar 22 521.00 Put [03fMDK]9,6691,64585912,17370,098 17.37
SPY Mar 22 522.00 Put [03deCQ]9,5983641,07111,03358,183 18.96
SPY Mar 25 521.00 Put [03gBrN]10,18828055611,02321,988 50.13
SPY Mar 26 521.00 Call [03hFE0]10,2399448710,82024,501 44.16
SPY Mar 27 520.00 Call [03gHex]10,03714834810,53312,965 81.24
SPY Mar 25 521.00 Call [03gBrP]8,9236383819,94135,143 28.29
SPY Mar 22 521.00 Call [03fMDL]9,463521139,62818,731 51.40
SPY Mar 26 521.00 Put [03hFDx]9,2701461899,60514,433 66.55
SPY Mar 25 520.00 Call [03gBsH]8,8493323539,53318,162 52.49
SPY Mar 25 520.00 Put [03gBsN]7,9486014028,95141,971 21.33
SPY Mar 28 521.00 Call [03ar0R]8,4762112078,8947,999 111.19
SPY Mar 25 522.00 Put [03gBrk]8,512231788,8207,658 115.17
SPY Mar 28 522.00 Call [03ar0u]7,8056621458,6126,641 129.68
SPY Mar 27 521.00 Call [03gHew]7,4871032417,83018,864 41.51
SPY Mar 27 520.00 Put [03gHey]7,2511863267,76319,726 39.35
SPY Mar 22 523.00 Put [03fMDI]7,6660737,7399,028 85.72
SPY Mar 28 520.00 Call [03IbdO]7,1302771127,5184,137 181.73
SPY Mar 27 521.00 Put [03gHez]7,203133607,3968,985 82.31
TSLA Mar 22 167.50 Put [03fzI2]6,806305697,18016,100 44.60
SPY Mar 26 520.00 Put [03gFOx]6,7381941887,11918,890 37.69
SPY Mar 26 520.00 Call [03gFOy]6,62525616,7106,592 101.79
SPY Mar 27 522.00 Call [03gHf0]5,7996961776,67115,877 42.02
SPY Mar 25 522.00 Call [03gBrl]6,3521351266,61215,096 43.80

Data for 2024-03-22 to 2024-03-28 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.