Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
TSLA Jun 28 200.00 Call [03kIMi]	55,639	2,313	360	58,312	16,102	362.14
TSLA Jun 28 202.50 Call [03mSBf]	51,754	1,482	99	53,334	16,052	332.26
SPY Jun 28 546.00 Put [03hUxn]	46,909	3,716	113	50,738	9,008	563.25
NVDA Jun 28 124.00 Call [03mOLq]	30,484	17,916	100	48,499	8,929	543.16
NVDA Jun 18 17.00 Put [03mN0N]	45,590	0	0	45,590	0	n/a
SPY Jun 28 546.00 Call [03hUxi]	41,550	1,981	123	43,653	6,834	638.76
SPY Jun 27 546.00 Put [03mf4Y]	41,013	1,864	222	43,099	11,788	365.62
SPY Jun 28 545.00 Put [03OTxM]	39,623	2,504	434	42,561	8,920	477.14
SPY Jan 17 520.00 Call [034wWy]	40,323	0	0	40,323	2	2,016,150.00
SPY Jun 27 545.00 Put [03mf3P]	34,710	4,340	672	39,722	15,294	259.72
SPY Jun 28 547.00 Put [03hUxq]	36,478	2,256	379	39,113	6,730	581.17
SPY Jun 28 547.00 Call [03hUxg]	33,231	2,567	176	35,973	8,026	448.21
SPY Jul 1 545.00 Put [03mqTV]	33,371	1,302	306	34,979	4,839	722.86
QQQ Jul 17 490.00 Put [03o7HY]	388	33,641	0	34,029	2,556	1,331.34
SPY Jun 27 546.00 Call [03mf4W]	30,585	2,749	684	34,018	17,309	196.53
SPY Jul 1 544.00 Put [03mqTX]	30,518	1,584	777	32,878	5,328	617.08
SPY Jun 28 545.00 Call [03OTxO]	31,257	1,261	182	32,700	4,899	667.48
SPY Jul 1 545.00 Call [03mqTW]	28,678	1,801	367	30,847	6,357	485.24
NVDA Jun 28 125.00 Call [03mOMc]	28,669	1,883	294	30,846	13,034	236.66
SPY Jun 27 545.00 Call [03mf4X]	28,763	936	309	30,008	10,289	291.65
SPY Jun 28 548.00 Put [03hUxr]	27,467	1,733	86	29,286	5,470	535.39
TSLA Jun 28 197.50 Call [03mSBP]	25,681	1,278	134	27,092	7,115	380.77
SPY Jun 28 548.00 Call [03hUxp]	23,997	1,349	127	25,472	7,602	335.07
TSLA Jun 28 200.00 Put [03kIML]	23,488	796	23	24,306	7,358	330.33
SPY Jul 1 546.00 Call [03mqTT]	22,853	962	110	23,925	8,490	281.80

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.