Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPX Jun 27 5460.00 Call [03m81v]	5,261,389	481	0	5,261,870	3,743	140,578.95
SPX Jun 27 5450.00 Call [03lGBi]	4,748,507	121	0	4,748,628	2,144	221,484.51
SPX Jun 27 5455.00 Call [03mGvF]	4,461,116	107	0	4,461,223	1,846	241,669.72
SPX Jun 27 5500.00 Put [03lGBl]	4,457,345	212	0	4,457,557	3,227	138,133.16
SPX Jun 27 5465.00 Call [03mSo2]	4,057,298	873	0	4,058,171	8,136	49,879.19
SPX Jun 27 5490.00 Put [03mGvI]	3,299,119	1,056	0	3,300,175	8,136	40,562.62
SPX Jun 27 5495.00 Put [03mX6y]	3,212,442	364	0	3,212,806	2,305	139,384.21
SPX Jun 27 5445.00 Call [03mGvD]	2,736,986	27	0	2,737,013	535	511,591.21
SPX Jun 27 5505.00 Put [03mX70]	2,730,454	2	0	2,730,456	1,404	194,476.92
SPX Jun 27 5470.00 Call [03m81x]	2,436,485	5,016	0	2,441,501	26,282	9,289.63
SPX Jun 27 5485.00 Put [03mX6w]	2,353,658	1,911	0	2,355,569	18,969	12,417.99
SPX Jun 27 5440.00 Call [03m81t]	2,346,856	15	0	2,346,871	752	312,083.91
SPX Jun 27 5510.00 Put [03mGvK]	2,337,339	55	0	2,337,394	1,863	125,463.98
SPX Jun 28 5540.00 Put [03fkH1]	2,062,979	30	0	2,063,008	382	540,054.45
SPX Jun 28 5460.00 Call [03fEkM]	2,018,821	382	0	2,019,203	3,997	50,517.96
SPX Jun 28 5510.00 Put [03fkG5]	1,832,336	909	0	1,833,244	8,078	22,694.28
SPX Jun 28 5515.00 Put [03h2d6]	1,566,979	653	0	1,567,632	5,372	29,181.53
SPX Jun 28 5450.00 Call [03aV8e]	1,559,396	70	0	1,559,466	1,842	84,661.56
SPX Jun 28 5520.00 Put [03fkG6]	1,497,881	695	0	1,498,576	4,238	35,360.45
SPX Jun 28 5525.00 Put [03dEma]	1,445,277	300	0	1,445,577	3,535	40,893.27
SPX Jun 28 5500.00 Put [03OTXc]	1,417,731	2,018	0	1,419,748	20,872	6,802.17
SPX Jun 28 5470.00 Call [03fEkb]	1,393,263	1,897	0	1,395,159	16,895	8,257.82
SPX Jun 27 5475.00 Call [03m6rZ]	1,390,697	4,369	0	1,395,066	47,162	2,958.03
SPX Jul 1 5485.00 Put [03mX7G]	1,390,537	169	0	1,390,706	2,318	59,995.94
SPX Jul 1 5450.00 Call [03kZcs]	1,347,778	347	0	1,348,125	3,049	44,215.32

Data for 2024-06-27 to 2024-07-03 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.