Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY Apr 16 504.00 Put [03iLWC]	141,014	3,736	921	145,671	17,145	849.64
SPY Apr 16 504.00 Call [03iLWN]	114,986	4,074	1,123	120,183	15,541	773.33
SPY Apr 16 503.00 Put [03iLWL]	114,803	2,613	1,449	118,865	18,022	659.55
SPY Apr 16 505.00 Put [03hrTZ]	105,120	3,712	361	109,193	11,121	981.86
SPY Apr 16 505.00 Call [03hrTq]	93,687	2,434	980	97,101	18,943	512.60
QQQ Apr 16 432.00 Put [03hqqH]	87,095	2,425	345	89,865	6,928	1,297.13
QQQ Apr 16 431.00 Put [03hr3G]	87,359	1,632	134	89,125	8,992	991.16
SPY Apr 16 503.00 Call [03iLW8]	81,862	1,835	544	84,241	6,177	1,363.79
SPY Apr 17 504.00 Put [03iLWD]	71,898	1,507	282	73,686	6,775	1,087.62
SPY Apr 16 502.00 Put [03iLW7]	71,167	948	896	73,011	11,135	655.69
SPY Apr 17 503.00 Put [03iLWK]	69,859	1,789	726	72,374	6,099	1,186.65
QQQ Apr 16 431.00 Call [03hr3E]	65,150	2,353	200	67,703	6,337	1,068.38
SPY Apr 17 502.00 Put [03iLWX]	64,826	1,969	511	67,305	8,567	785.63
QQQ Apr 16 432.00 Call [03hqqF]	64,289	2,345	266	66,900	9,140	731.95
SPY Apr 17 501.00 Put [03iLVx]	57,555	2,191	917	60,663	11,169	543.14
SPY Apr 17 504.00 Call [03iLWI]	58,086	1,862	481	60,428	7,860	768.80
SPY Apr 16 506.00 Call [03iLWF]	52,168	4,893	1,089	58,150	13,473	431.60
SPY Apr 17 505.00 Put [03i0IE]	52,447	2,043	280	54,770	4,655	1,176.58
SPY Apr 17 503.00 Call [03iLWM]	53,110	945	505	54,559	6,971	782.66
SPY Apr 17 505.00 Call [03i0I5]	51,382	1,124	351	52,856	6,944	761.18
QQQ Apr 16 430.00 Put [03ho9p]	50,044	1,589	465	52,098	6,749	771.94
SPY Apr 18 500.00 Put [03i0HO]	43,020	2,242	419	45,681	8,916	512.35
SPY Apr 16 506.00 Put [03iLWH]	43,674	172	293	44,139	2,410	1,831.49
SPY Apr 17 502.00 Call [03iLWW]	42,717	852	385	43,953	7,316	600.78
SPY Apr 19 500.00 Put [03YJ7c]	41,641	1,098	480	43,220	4,631	933.28

Data for 2024-04-16 to 2024-04-22 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.