Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPX Jun 24 5450.00 Call [03kZaO]	5,644,811	743	0	5,645,554	8,443	66,866.68
SPX Jun 24 5455.00 Call [03m80V]	4,731,259	1,209	0	4,732,468	14,030	33,731.06
SPX Jun 24 5480.00 Put [03m80c]	3,721,727	2,115	0	3,723,842	25,555	14,571.87
SPX Jun 24 5460.00 Call [03m80X]	3,702,140	3,267	0	3,705,407	36,263	10,218.15
SPX Jun 24 5500.00 Put [03k9vI]	3,612,664	85	0	3,612,749	4,839	74,659.00
SPX Jun 24 5475.00 Put [03lfiu]	3,562,171	2,607	0	3,564,778	29,259	12,183.53
SPX Jun 24 5495.00 Put [03mTl0]	3,527,580	181	0	3,527,761	1,902	185,476.39
SPX Jun 24 5490.00 Put [03m80e]	3,435,125	634	0	3,435,759	5,711	60,160.37
SPX Jun 24 5440.00 Call [03m1kF]	3,178,782	24	0	3,178,806	1,018	312,259.92
SPX Jun 24 5485.00 Put [03mSnj]	2,962,253	1,245	0	2,963,498	13,193	22,462.65
SPX Jun 24 5445.00 Call [03m80T]	2,815,165	72	0	2,815,237	1,324	212,631.19
SPX Jun 25 5480.00 Put [03m810]	2,682,545	163	0	2,682,708	2,879	93,181.94
SPX Jun 24 5470.00 Put [03m80a]	2,677,888	4,101	0	2,681,989	40,283	6,657.87
SPX Jun 24 5465.00 Call [03mSng]	2,578,775	4,075	0	2,582,850	55,269	4,673.23
SPX Jun 25 5440.00 Call [03m6rL]	2,369,030	46	0	2,369,076	1,116	212,282.80
SPX Jun 25 5445.00 Call [03m80r]	2,341,054	267	0	2,341,321	2,444	95,798.73
SPX Jun 25 5430.00 Call [03lfjZ]	2,326,244	11	0	2,326,255	516	450,824.61
SPX Jun 25 5435.00 Call [03m80p]	2,277,782	49	0	2,277,830	612	372,194.44
SPX Jun 24 5505.00 Put [03mTl2]	2,241,784	60	0	2,241,844	1,113	201,423.54
SPX Jun 25 5475.00 Put [03lfjc]	2,202,154	227	0	2,202,381	3,295	66,840.09
SPX Jun 24 5425.00 Call [03kZaM]	2,145,168	65	0	2,145,233	580	369,867.76
SPX Jun 25 5450.00 Call [03l55E]	2,117,100	961	0	2,118,061	9,912	21,368.65
SPX Jun 25 5485.00 Put [03mTl6]	1,866,648	112	0	1,866,760	1,291	144,597.99
SPX Jun 24 5470.00 Call [03m80Z]	1,856,764	4,490	0	1,861,254	70,139	2,653.66
SPX Jun 24 5435.00 Call [03m80R]	1,854,864	61	0	1,854,925	769	241,212.61

Data for 2024-06-24 to 2024-06-28 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.