Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY Jun 24 544.00 Put [03mRzH]	34,861	651	20	35,532	8,745	406.31
SPY Jun 25 544.00 Put [03mWFk]	24,940	549	140	25,629	4,855	527.89
RUT Jul 12 1920.00 Put [03lkgW]	23,048	0	0	23,048	3	768,266.67
SPY Jun 24 545.00 Put [03mTRV]	22,422	468	53	22,943	4,489	511.09
RUT Jul 12 1915.00 Put [03lkgU]	21,850	0	0	21,850	1	2,185,000.00
SPY Jun 24 547.00 Call [03mTRS]	20,868	826	59	21,753	6,794	320.18
SPY Jun 26 544.00 Put [03mWI2]	20,556	715	86	21,357	4,293	497.48
SPY Jun 24 546.00 Call [03mTRU]	20,745	389	201	21,335	12,043	177.16
SPY Jun 24 544.00 Call [03mRzI]	19,884	359	463	20,706	7,398	279.89
SPY Jun 24 546.00 Put [03mTRT]	19,355	197	16	19,568	3,317	589.93
SPY Jun 25 544.00 Call [03mWFl]	18,881	402	61	19,344	5,120	377.81
SPY Jun 28 545.00 Put [03OTxM]	17,962	639	26	18,627	2,895	643.42
SPY Jun 27 545.00 Put [03mf3P]	17,114	462	44	17,620	2,907	606.12
SPY Jun 25 545.00 Call [03mWFj]	15,583	1,127	113	16,823	8,781	191.58
SPY Jun 26 544.00 Call [03mWI3]	15,971	184	29	16,184	1,800	899.11
SPY Jun 25 543.00 Put [03mTRt]	15,462	255	184	15,900	5,715	278.22
SPY Jun 28 544.00 Put [03hUxk]	15,419	366	32	15,817	2,497	633.44
SPY Jun 24 545.00 Call [03mTRW]	15,322	83	265	15,670	7,740	202.45
SPY Jun 27 544.00 Put [03mf3t]	15,142	267	15	15,423	2,937	525.13
SPY Jun 26 545.00 Call [03mf4L]	14,758	538	46	15,343	4,626	331.67
SPY Jun 28 546.00 Call [03hUxi]	14,928	238	28	15,194	1,902	798.84
SPY Jun 28 546.00 Put [03hUxn]	14,423	704	37	15,164	2,674	567.09
SPY Jun 26 545.00 Put [03mf4Q]	14,401	174	26	14,601	1,678	870.14
SPY Jun 26 543.00 Put [03mWI4]	14,334	24	27	14,384	2,433	591.20
SPY Jun 27 545.00 Call [03mf4X]	12,982	150	38	13,170	1,550	849.68

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.