Cboe Global Markets

Maker Opportunity

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SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
NOAH Jun 18 40.00 Put [02KNeG]6,52068,053674,579553 13,486.26
FB Jun 18 100.00 Put [01rmau]62541,114041,739284 14,696.83
SPY Jun 17 430.00 Call [02CZ16]37,6860037,6860 n/a
MU Jun 18 45.00 Put [02D1YD]3,99628,193032,189289 11,138.06
SPY Jun 17 415.00 Call [02CZ10]20,4180020,4180 n/a
SPY Mar 3 390.00 Put [02Qihs]10,6855,95439217,03012,698 134.12
SPY Sep 17 306.00 Put [02J65K]15,7440015,7440 n/a
MSFT Apr 16 285.00 Put [02H0py]11,9200011,9200 n/a
SPY Mar 3 385.00 Put [02Qihw]10,109781,68211,86914,432 82.24
SPY Mar 3 386.00 Put [02R4e1]9,6901,15269411,5377,127 161.88
RIG Apr 16 5.00 Call [02SRKa]011,520011,52054 21,333.33
SPY Mar 1 389.00 Put [02R4cP]5,9771165,06311,15623,392 47.69
MSFT Sep 16 360.00 Put [02R3A4]10,8000010,80017 63,529.41
FB Mar 19 305.00 Put [02F1Tt]10,7050010,70510 107,050.00
SPY Sep 17 394.00 Call [02Mr5n]10,5150010,5154 262,875.00
NIO Mar 5 44.00 Put [02SnuV]6,9093,085710,001686 1,457.87
SPY Mar 1 390.00 Put [02Qdmz]4,985124,9889,98517,542 56.92
SPY Mar 3 388.00 Put [02R4eB]9,267425419,8519,014 109.29
SPY Mar 5 380.00 Put [02QUH0]7,8253231,6989,84611,481 85.76
SPY Mar 3 389.00 Put [02R4eI]8,186176878,8905,541 160.44
SPY Mar 3 384.00 Put [02R4dw]7,6361161,1278,8799,380 94.66
QQQ Mar 5 300.00 Put [02QSgH]3,7274,4167138,85611,982 73.91
SPY Dec 31 300.00 Put [02P5Pf]8,129008,1292 406,450.00
SPY Mar 5 387.00 Put [02QUGz]5,9292,046928,0672,334 345.63
SPY Mar 3 387.00 Put [02R4e6]7,152238097,9847,536 105.94

Data for 2021-03-01 to 2021-03-05 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.