Maker Opportunity
Symbol | Missed Liquidity | Exhausted Liquidity | Routed Liquidity | Volume Opportunity | Cboe ADV | Liquidity Opportunity (% of ADN) |
---|---|---|---|---|---|---|
SPX Mar 11 5065.00 Call [03dmqF] | 81,498,163 | 10 | 0 | 81,498,173 | 171 | 47,659,750.29 |
SPX Mar 11 5060.00 Call [03deeJ] | 77,476,064 | 25 | 0 | 77,476,089 | 273 | 28,379,519.78 |
SPX Mar 11 5070.00 Call [03deeL] | 76,453,479 | 34 | 0 | 76,453,513 | 466 | 16,406,333.26 |
SPX Mar 11 5055.00 Call [03dmiB] | 70,104,819 | 10 | 0 | 70,104,829 | 168 | 41,729,064.88 |
SPX Mar 11 5075.00 Call [03dcmr] | 69,948,640 | 8 | 0 | 69,948,648 | 458 | 15,272,630.57 |
SPX Mar 11 5080.00 Call [03deeN] | 68,612,434 | 87 | 0 | 68,612,521 | 1,210 | 5,670,456.28 |
SPX Mar 12 5190.00 Put [03f85K] | 66,156,715 | 30 | 0 | 66,156,745 | 1,623 | 4,076,201.17 |
SPX Mar 12 5200.00 Put [03dRSk] | 65,894,699 | 34 | 0 | 65,894,732 | 1,254 | 5,254,763.32 |
SPX Mar 12 5195.00 Put [03fMjO] | 64,717,642 | 2 | 0 | 64,717,644 | 1,173 | 5,517,275.70 |
SPX Mar 12 5205.00 Put [03fMjQ] | 64,445,034 | 0 | 0 | 64,445,034 | 362 | 17,802,495.58 |
SPX Mar 12 5050.00 Call [03dRSf] | 62,746,211 | 0 | 0 | 62,746,211 | 185 | 33,916,870.81 |
SPX Mar 12 5185.00 Put [03f85I] | 62,714,443 | 86 | 0 | 62,714,529 | 816 | 7,685,604.04 |
SPX Mar 11 5050.00 Call [03cuse] | 62,537,001 | 0 | 0 | 62,537,001 | 165 | 37,901,212.73 |
SPX Mar 12 5045.00 Call [03e3FW] | 62,323,754 | 1 | 0 | 62,323,755 | 121 | 51,507,235.54 |
SPX Mar 12 5055.00 Call [03e3FY] | 62,179,185 | 8 | 0 | 62,179,193 | 45 | 138,175,984.44 |
SPX Mar 12 5040.00 Call [03dcnH] | 61,608,406 | 5 | 0 | 61,608,410 | 35 | 176,024,028.57 |
SPX Mar 12 5060.00 Call [03deeR] | 61,166,505 | 0 | 0 | 61,166,505 | 415 | 14,738,916.87 |
SPX Mar 12 5035.00 Call [03e3FU] | 60,569,269 | 7 | 0 | 60,569,275 | 22 | 275,314,886.36 |
SPX Mar 12 5030.00 Call [03dcnF] | 60,300,062 | 6 | 0 | 60,300,068 | 51 | 118,235,427.45 |
SPX Mar 12 5210.00 Put [03f85M] | 60,266,396 | 0 | 0 | 60,266,396 | 433 | 13,918,336.26 |
SPX Mar 12 5025.00 Call [03dcnD] | 59,445,857 | 8 | 0 | 59,445,865 | 52 | 114,318,971.15 |
SPX Mar 12 5020.00 Call [03dcnB] | 58,998,945 | 0 | 0 | 58,998,945 | 22 | 268,177,022.73 |
SPX Apr 19 5100.00 Call [03Hzdp] | 58,960,094 | 231 | 0 | 58,960,325 | 312 | 18,897,540.06 |
SPX Apr 19 5110.00 Call [03aYIs] | 58,886,534 | 17 | 0 | 58,886,551 | 26 | 226,486,734.62 |
SPX Apr 19 5090.00 Call [03aUz9] | 58,835,194 | 0 | 0 | 58,835,194 | 16 | 367,719,962.50 |
Data for 2024-03-11 to 2024-03-15 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.