Maker Opportunity

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SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Mar 11 511.00 Put [03fJrL]80,0251,95814782,13020,534 399.97
SPY Mar 11 510.00 Put [03fJrN]77,7512,55150680,80822,292 362.50
SPY Mar 11 511.00 Call [03fJrM]71,8052,69071275,20728,591 263.04
SPY Mar 11 510.00 Call [03fJrO]72,2021,45126473,91722,010 335.83
QQQ Mar 11 437.00 Put [03fJOZ]63,9182,35123766,50613,691 485.76
SPY Mar 11 509.00 Put [03fJrP]57,8601,40425959,52320,839 285.63
QQQ Mar 11 437.00 Call [03fJOa]57,8101,10336059,27311,872 499.27
QQQ Mar 11 438.00 Put [03fJOG]47,2382,13515649,5297,348 674.05
QQQ Mar 11 438.00 Call [03fJOY]41,3751,8807143,3269,940 435.88
QQQ Mar 11 436.00 Put [03fJOb]35,8781,5639637,5379,368 400.69
SPY Mar 12 511.00 Put [03fMJs]34,43930815134,8975,689 613.41
SPY Mar 13 517.00 Call [03fNmm]33,1271,00036434,49013,432 256.77
SPY Mar 15 510.00 Put [03ELCy]32,1891,66328534,1368,937 381.96
SPY Mar 13 516.00 Put [03fNmn]31,0912,43227533,79810,933 309.14
SPY Mar 12 516.00 Call [03fMJe]32,0821,3006933,4519,973 335.42
SPY Mar 12 515.00 Call [03fMJl]30,5961,60810832,3127,039 459.04
SPY Mar 12 510.00 Put [03fMJu]30,88391121532,0097,514 425.99
SPY Mar 11 509.00 Call [03fJrQ]31,01752210831,6475,552 570.01
SPY Mar 12 512.00 Put [03fMJq]30,51775011631,3837,746 405.15
SPY Mar 12 511.00 Call [03fMJt]31,0631112331,1972,305 1,353.45
SPY Mar 12 514.00 Put [03fMJm]30,28066914131,0908,458 367.58
SPY Mar 12 515.00 Put [03fMJh]29,3561,02913630,5208,387 363.90
SPY Mar 12 514.00 Call [03fMJn]29,74645013830,3337,124 425.79
SPY Mar 12 516.00 Put [03fMJc]28,3971,24221329,8517,541 395.85
SPY Mar 12 512.00 Call [03fMJr]29,0226105129,6823,006 987.43

Data for 2024-03-11 to 2024-03-15 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.