Maker Opportunity

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SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Mar 12 516.00 Call [03fMJe]60,6062,37013863,11419,101 330.42
SPY Mar 12 516.00 Put [03fMJc]52,9802,48342655,88915,071 370.84
SPY Mar 12 515.00 Put [03fMJh]53,0922,05727155,42016,772 330.43
SPY Mar 12 515.00 Call [03fMJl]49,8923,01821153,12113,019 408.03
SPY Mar 12 514.00 Put [03fMJm]51,2911,33828152,91016,826 314.45
SPY Mar 13 517.00 Call [03fNmm]48,6181,50054650,66420,070 252.44
SPY Mar 13 516.00 Put [03fNmn]46,3303,64941250,39116,400 307.26
SPY Mar 12 514.00 Call [03fMJn]41,15556715941,88111,420 366.73
SPY Mar 12 517.00 Put [03fMJX]40,85440628541,5456,779 612.85
QQQ Mar 12 442.00 Put [03fM0Q]28,5489,76643938,75310,991 352.59
SPY Mar 12 517.00 Call [03fMJZ]36,8231,70814738,67814,627 264.43
SPY Mar 12 513.00 Put [03fMJo]37,85267811138,64113,838 279.24
SPY Mar 13 516.00 Call [03fNmo]37,24771023138,18812,507 305.33
SPY Mar 15 510.00 Put [03ELCy]35,6481,93835537,94110,544 359.83
SPY Mar 12 512.00 Put [03fMJq]34,6891,47323036,39214,093 258.23
QQQ Mar 12 443.00 Put [03fM0M]33,4052,62832236,3557,091 512.69
SPY Mar 13 517.00 Put [03fNml]33,6892,37519036,2538,496 426.71
SPY Mar 13 515.00 Put [03fNmp]32,3971,80919434,39916,387 209.92
SPY Mar 12 513.00 Call [03fMJp]32,6221,4073534,0646,647 512.47
QQQ Mar 12 442.00 Call [03fM0S]32,5351,2358733,8577,555 448.14
QQQ Mar 13 441.00 Put [03fNg6]27,8001,25822929,2876,487 451.47
QQQ Mar 12 441.00 Put [03fM0U]26,8141,84910128,76410,323 278.64
QQQ Mar 12 443.00 Call [03fM0O]26,7641,2906928,1238,372 335.92
NVDA Dec 20 160.00 Put [03PFUv]27,8430027,8430 n/a
QQQ Mar 13 441.00 Call [03fNg7]26,0861,23619227,5137,547 364.56

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.