Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY Apr 26 509.00 Call [03fyij]	31,393	1,276	689	33,358	7,490	445.37
SPY Apr 26 508.00 Put [03fyiO]	27,247	418	223	27,888	8,173	341.22
SPY Apr 26 509.00 Put [03fyj1]	26,807	375	155	27,337	4,331	631.19
SPY Apr 29 509.00 Put [03iXSb]	25,154	244	153	25,550	5,680	449.82
SPY Apr 26 507.50 Put [03fyi1]	24,367	324	80	24,771	4,339	570.89
SPY May 1 508.00 Call [03icW8]	23,873	198	75	24,145	961	2,512.49
SPY May 2 503.00 Call [03j2KY]	22,755	278	154	23,187	1,604	1,445.57
SPY Apr 29 508.00 Put [03iXSd]	20,936	497	93	21,525	5,149	418.04
SPY Apr 26 508.00 Call [03fyiS]	20,299	184	287	20,770	3,115	666.77
SPY May 2 504.00 Call [03j2KZ]	20,478	183	78	20,740	1,568	1,322.70
SPY May 1 509.00 Call [03icW6]	19,983	13	36	20,032	1,384	1,447.40
SPY Apr 29 509.00 Call [03iXSc]	18,834	155	247	19,236	4,246	453.04
SPY May 2 505.00 Call [03j2Lo]	18,577	478	82	19,136	3,193	599.31
SPY Apr 29 510.00 Call [03iXSa]	18,665	134	204	19,003	7,145	265.96
SPY May 3 504.00 Call [03hFCq]	18,620	151	18	18,789	440	4,270.23
SPY May 1 507.00 Call [03icWA]	18,488	206	88	18,782	1,315	1,428.29
SPY May 2 502.00 Call [03j2KU]	18,330	35	81	18,446	1,357	1,359.32
SPY Apr 26 510.00 Call [03fyiZ]	17,384	706	351	18,441	7,887	233.82
SPY May 2 506.00 Call [03j2Kw]	18,075	254	44	18,373	2,178	843.57
SPY Apr 26 507.00 Put [03fyiQ]	17,901	452	11	18,364	3,812	481.74
SPY May 3 502.00 Call [03hNiF]	17,893	79	11	17,983	592	3,037.67
SPY Apr 30 509.00 Call [03d4O8]	17,484	233	32	17,749	2,441	727.12
SPY May 2 502.00 Put [03j2KT]	16,948	157	48	17,152	1,421	1,207.04
SPY Apr 30 509.00 Put [03d4O7]	16,364	140	81	16,585	1,883	880.78
SPY May 1 506.00 Put [03icWB]	16,401	50	56	16,507	508	3,249.41

Data for 2024-04-26 to 2024-05-02 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.