Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY Dec 19 588.00 Put [03zrSN]	66,967	1,647	273	68,887	5,558	1,239.42
SPY Dec 20 590.00 Call [02meSc]	52,466	3,026	158	55,650	2,344	2,374.15
SPY Dec 19 589.00 Call [03zrSF]	55,000	466	44	55,510	2,388	2,324.54
SPY Dec 19 590.00 Put [03zYHv]	50,967	633	48	51,648	1,944	2,656.79
SPY Dec 20 592.00 Call [03uDJ6]	50,192	1,247	36	51,474	2,511	2,049.94
IWM Jan 24 219.00 Put [040YME]	30,260	19,261	589	50,110	338	14,825.44
SPY Dec 19 589.00 Put [03zrQq]	49,197	640	193	50,030	3,505	1,427.39
SPY Dec 19 588.00 Call [03zrSK]	47,166	409	32	47,607	1,343	3,544.83
SPY Dec 20 593.00 Call [03uDJ8]	45,336	742	34	46,112	2,684	1,718.03
SPY Dec 19 587.00 Put [03zrSI]	42,892	1,167	70	44,128	5,556	794.24
SPY Dec 20 591.00 Call [03uDKp]	42,805	572	13	43,391	2,211	1,962.51
SNOW Dec 27 149.00 Put [0408VX]	42,304	499	0	42,803	1	4,280,300.00
SPY Dec 19 586.00 Call [03zrQR]	39,359	130	68	39,556	303	13,054.79
SPY Dec 19 590.00 Call [03zYI0]	36,345	745	150	37,240	2,516	1,480.13
SPY Dec 19 587.00 Call [03zrSG]	34,688	265	70	35,023	522	6,709.39
SPY Dec 20 589.00 Call [03uDKk]	34,489	387	67	34,943	1,253	2,788.75
SPY Dec 20 592.00 Put [03uDJ7]	32,620	785	45	33,449	1,953	1,712.70
SPY Dec 19 593.00 Put [03zrTJ]	32,693	269	18	32,980	525	6,281.90
INDA Dec 20 54.00 Put [03iqco]	7,120	25,605	0	32,725	3,647	897.31
SPY Dec 20 588.00 Call [03uDKh]	30,297	396	23	30,715	1,246	2,465.09
SPY Dec 19 585.00 Call [03ziyp]	29,479	152	13	29,644	288	10,293.06
SPY Dec 19 591.00 Put [03zrQs]	29,034	252	29	29,315	959	3,056.83
SPY Dec 19 586.00 Put [03zrSO]	26,947	1,203	791	28,941	5,349	541.05
SPY Dec 20 590.00 Put [02meTV]	26,823	1,700	310	28,833	2,566	1,123.66
SPY Dec 20 594.00 Call [03uDJC]	27,807	874	58	28,740	2,168	1,325.65

Data for 2024-12-16 to 2024-12-20 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.