Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
ACHR Oct 18 5.00 Call [03e3tS]	0	40,290	0	40,290	2,907	1,385.96
SPY Jun 26 544.00 Call [03mWI3]	23,347	732	428	24,507	27,326	89.68
SPY Jun 25 544.00 Call [03mWFl]	22,190	316	1,058	23,564	45,478	51.81
SPY Jun 24 544.00 Call [03mRzI]	20,963	505	2,011	23,479	31,927	73.54
SPY Jun 24 545.00 Put [03mTRV]	21,220	108	1,085	22,413	47,583	47.10
V Jul 19 245.00 Put [03dCNb]	6,684	15,193	0	21,877	499	4,384.17
SPY Jun 26 545.00 Call [03mf4L]	17,976	869	881	19,726	38,018	51.89
SPY Jun 25 544.00 Put [03mWFk]	17,757	565	979	19,301	31,809	60.68
SPY Jun 24 546.00 Put [03mTRT]	16,501	335	2,292	19,128	28,613	66.85
SPY Jun 24 545.00 Call [03mTRW]	17,766	139	602	18,507	61,458	30.11
SPY Jun 24 544.00 Put [03mRzH]	15,732	256	2,446	18,434	62,298	29.59
SPY Jun 26 544.00 Put [03mWI2]	16,237	1,103	435	17,775	24,604	72.24
SPY Jun 24 543.00 Call [03mRzK]	14,578	50	3,057	17,685	7,694	229.85
SPY Jun 25 545.00 Put [03mWFi]	16,406	112	117	16,634	9,668	172.05
SPY Jun 24 546.00 Call [03mTRU]	10,829	298	5,148	16,275	61,857	26.31
SPY Jun 26 545.00 Put [03mf4Q]	15,064	588	131	15,783	17,452	90.44
SPY Jun 27 545.00 Call [03mf4X]	14,658	347	294	15,298	19,274	79.37
SPY Jun 28 545.00 Call [03OTxO]	15,008	56	160	15,225	6,362	239.31
SPY Jun 28 546.00 Call [03hUxi]	14,823	139	254	15,217	9,957	152.83
SPY Jun 27 545.00 Put [03mf3P]	13,450	651	525	14,626	21,245	68.84
SPY Jun 25 543.00 Put [03mTRt]	13,039	362	749	14,150	37,728	37.51
SPY Jun 27 546.00 Put [03mf4Y]	13,009	779	247	14,034	16,077	87.29
XLY Jul 5 210.00 Call [03lcjr]	341	13,591	0	13,932	641	2,173.48
SPY Jun 25 543.00 Call [03mTRu]	12,242	466	691	13,398	16,318	82.11
SPY Jun 27 546.00 Call [03mf4W]	12,490	477	358	13,325	29,689	44.88

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.