Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
NVDA Jun 18 17.00 Put [03mN0N]	51,773	0	0	51,773	0	n/a
SPY Jun 24 544.00 Put [03mRzH]	38,359	2,607	118	41,084	17,065	240.75
ACHR Oct 18 5.00 Call [03e3tS]	32,721	6,333	141	39,194	1,475	2,657.22
SPY Jun 24 546.00 Call [03mTRU]	35,210	2,755	82	38,047	18,762	202.79
SPY Jun 25 544.00 Put [03mWFk]	32,934	1,300	308	34,542	6,820	506.48
SPY Jun 24 545.00 Put [03mTRV]	32,357	1,660	175	34,192	12,545	272.55
NVDA Jun 28 125.00 Call [03mOMc]	29,964	3,890	301	34,155	13,889	245.91
SPY Jun 25 544.00 Call [03mWFl]	30,629	2,689	628	33,945	11,417	297.32
TSLA Jun 28 200.00 Call [03kIMi]	32,071	1,650	177	33,897	10,829	313.02
SPY Jun 24 544.00 Call [03mRzI]	31,617	1,837	269	33,723	12,793	263.61
SPY Jun 24 546.00 Put [03mTRT]	29,543	1,622	223	31,388	10,172	308.57
SPY Jun 26 544.00 Put [03mWI2]	29,768	1,458	43	31,270	6,168	506.97
SPY Jun 24 545.00 Call [03mTRW]	27,119	2,920	151	30,190	13,080	230.81
NVDA Jun 28 124.00 Call [03mOLq]	20,910	7,578	132	28,620	7,284	392.92
SPY Jan 17 520.00 Call [034wWy]	26,910	0	0	26,910	1	2,691,000.00
SPY Jun 28 545.00 Put [03OTxM]	25,099	1,086	174	26,359	4,328	609.03
SPY Jun 26 544.00 Call [03mWI3]	22,949	981	82	24,012	5,614	427.72
SPY Jun 28 546.00 Call [03hUxi]	23,030	927	49	24,007	3,318	723.54
SPY Jun 28 546.00 Put [03hUxn]	22,386	1,506	45	23,937	3,824	625.97
QQQ Jun 24 476.00 Put [03mTNd]	22,313	1,331	30	23,674	7,320	323.42
QQQ Jun 24 475.00 Put [03mTNh]	20,557	2,593	71	23,221	9,763	237.85
TSLA Jun 28 202.50 Call [03mSBf]	22,209	658	42	22,909	7,008	326.90
QQQ Jun 24 477.00 Call [03mTNb]	21,603	1,279	20	22,902	6,799	336.84
SPY Jun 24 547.00 Call [03mTRS]	19,628	2,813	51	22,492	13,107	171.60
SPY Jun 26 545.00 Put [03mf4Q]	21,647	786	16	22,449	4,681	479.58

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.