Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPX Mar 12 5200.00 Put [03dRSk] | 61,250,661 | 67 | 0 | 61,250,728 | 2,428 | 2,522,682.37 |
SPX Mar 12 5205.00 Put [03fMjQ] | 61,094,978 | 0 | 0 | 61,094,978 | 714 | 8,556,719.61 |
SPX Mar 12 5195.00 Put [03fMjO] | 58,319,053 | 4 | 0 | 58,319,057 | 2,324 | 2,509,425.86 |
SPX Mar 12 5190.00 Put [03f85K] | 58,062,208 | 56 | 0 | 58,062,264 | 3,215 | 1,805,980.22 |
SPX Mar 12 5210.00 Put [03f85M] | 56,431,043 | 0 | 0 | 56,431,043 | 862 | 6,546,524.71 |
SPX Mar 12 5105.00 Call [03egWe] | 51,924,303 | 85 | 0 | 51,924,388 | 1,007 | 5,156,344.39 |
SPX Apr 19 5155.00 Call [03daFQ] | 51,831,042 | 71 | 0 | 51,831,113 | 85 | 60,977,780.00 |
SPX Apr 19 5290.00 Put [03dEmD] | 51,662,733 | 0 | 0 | 51,662,733 | 0 | n/a |
SPX Apr 19 5145.00 Call [03daF8] | 51,477,934 | 0 | 0 | 51,477,934 | 8 | 643,474,175.00 |
SPX Apr 19 5140.00 Call [03bA2f] | 51,401,170 | 0 | 0 | 51,401,170 | 17 | 302,359,823.53 |
SPX Apr 19 5150.00 Call [03Xazt] | 51,372,029 | 192 | 0 | 51,372,220 | 1,092 | 4,704,415.75 |
SPX Apr 19 5100.00 Call [03Hzdp] | 51,305,463 | 215 | 0 | 51,305,678 | 315 | 16,287,516.83 |
SPX Apr 19 5160.00 Call [03cp1l] | 51,275,047 | 10 | 0 | 51,275,057 | 111 | 46,193,745.05 |
SPX Apr 19 5110.00 Call [03aYIs] | 51,273,291 | 8 | 0 | 51,273,299 | 19 | 269,859,468.42 |
SPX Apr 19 5165.00 Call [03dzd4] | 51,216,039 | 68 | 0 | 51,216,107 | 56 | 91,457,333.93 |
SPX Apr 19 5095.00 Call [03daF9] | 51,180,313 | 11 | 0 | 51,180,324 | 20 | 255,901,620.00 |
SPX Apr 19 5090.00 Call [03aUz9] | 51,148,853 | 0 | 0 | 51,148,853 | 7 | 730,697,900.00 |
SPX Apr 19 5080.00 Call [03aUz7] | 51,146,917 | 4 | 0 | 51,146,922 | 61 | 83,847,413.11 |
SPX Apr 19 5120.00 Call [03aYIy] | 51,122,724 | 22 | 0 | 51,122,747 | 107 | 47,778,268.22 |
SPX Apr 19 5105.00 Call [03daFI] | 51,122,125 | 0 | 0 | 51,122,125 | 14 | 365,158,035.71 |
SPX Apr 19 5130.00 Call [03auWM] | 51,119,491 | 59 | 0 | 51,119,550 | 159 | 32,150,660.38 |
SPX Apr 19 5125.00 Call [03YaMU] | 51,111,849 | 0 | 0 | 51,111,849 | 41 | 124,663,046.34 |
SPX Apr 19 5070.00 Call [03aUz5] | 51,065,724 | 0 | 0 | 51,065,724 | 1 | 5,106,572,400.00 |
SPX Apr 19 5085.00 Call [03daFE] | 51,058,980 | 0 | 0 | 51,058,980 | 3 | 1,701,966,000.00 |
SPX Apr 19 5170.00 Call [03cp2P] | 51,057,233 | 86 | 0 | 51,057,319 | 86 | 59,368,975.58 |
Data for 2024-03-12 to 2024-03-18 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.