Cboe EDGX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Feb 14 266.00 Call [01WPwG]6551391,1381,9311,513 127.63
SPY Feb 23 267.50 Put [01V8WT]4413439481,73250 3,464.00
SPY Feb 14 270.00 Call [01VE9y]4531,097301,5801,020 154.90
SPY Mar 16 279.50 Call [01XVXo]1,555001,55530 5,183.33
SPY Feb 23 270.50 Call [01WglH]1,15711501,27190 1,412.22
SPY Feb 23 273.00 Call [01V8Um]1,1589431,255616 203.73
SPY Feb 14 264.00 Put [01WPwK]1,02622701,253956 131.07
SPY Feb 16 273.00 Put [01HFUF]899301311,2311,214 101.40
SPY Feb 23 274.00 Call [01V8S2]1,106101171,224598 204.68
SPY Mar 16 255.00 Put [00uZbM]561530151,106724 152.76
SPY Feb 16 274.00 Call [01HFU9]948121131,0821,443 74.98
SPY Feb 23 273.50 Call [01Wgl6]1,0413401,075149 721.48
SPY Feb 16 269.50 Call [01WgkZ]88116101,041354 294.07
SPY Feb 16 272.00 Call [01HFUf]757175951,0271,174 87.48
SPY Mar 16 269.00 Put [01IEOo]82419301,017235 432.77
SPY Feb 14 265.50 Call [01WuyI]77322831,003279 359.50
SPY Feb 16 272.50 Put [01VpoM]746218239861,216 81.09
SPY Feb 16 276.00 Call [01HFUA]97700977384 254.43
SPY Feb 21 272.50 Call [01X4nY]9271635977246 397.15
SPY Feb 23 272.50 Put [01V8W9]909337949147 645.58
SPY Feb 16 264.50 Put [01Wgkg]923260949143 663.64
SPY Feb 21 270.00 Put [01VR7H]6492800930651 142.86
SPY Feb 16 266.50 Call [01Wgkd]817113093082 1,134.15
SPY Feb 16 272.00 Put [01HFUz]5663560922995 92.66
SPY Feb 16 273.00 Call [01HFUI]8523778961,364 65.69

Data for 2018-02-13 to 2018-02-20 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.