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Cboe Global Markets

Maker Opportunity

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SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Jun 18 35.00 Call [027eBl]598,4122,5990601,011198 303,540.91
SPY Jan 21 465.00 Put [022lUR]51,7200051,7203 1,724,000.00
JNJ Jun 18 167.50 Call [02P33I]30,1320030,1320 n/a
SPY Sep 17 220.00 Call [01n6VT]18,16435018,19939 46,664.10
MSFT Jun 18 257.50 Call [02P3kl]10,7080010,70821 50,990.48
AAPL Jun 18 31.25 Put [027eBB]2,443602,44910 24,490.00
AMZN Jun 25 2580.00 Put [02NrY6]0097097015 6,466.67
HD Jun 18 305.00 Put [02KzzZ]860008600 n/a
MSFT Jun 18 260.00 Call [01uwEK]6441264683 778.31
AAPL Jun 18 130.00 Call [01cbxV]519180537755 71.13
AAPL Jan 21 130.00 Call [01o3VM]465004650 n/a
MSFT Jun 18 255.00 Call [026evN]4480044842 1,066.67
JNJ Jun 18 162.50 Call [02P33D]427004270 n/a
AAPL Jul 16 135.00 Call [02C9nS]4010040114 2,864.29
MSFT Jun 18 227.50 Call [02P3kx]3790037929 1,306.90
AAPL Jul 16 120.00 Call [02C9nG]222151037447 795.74
SPY Jun 21 400.00 Call [02OKIu]33629036561 598.36
JNJ Jan 21 65.00 Call [01pHaG]336003360 n/a
AMZN Jun 18 3335.00 Call [02M8VE]1641290293195 150.26
SPY Jan 21 351.00 Put [02HBIt]244002440 n/a
AAPL Jun 18 50.00 Call [027eFd]3023323550 470.00
SPY Jul 6 370.00 Call [02PV8t]2330023334 685.29
SPY Jun 28 393.00 Call [02PVBP]2260022651 443.14
AMZN Jan 21 2580.00 Put [01zpEs]802152230 n/a
VXX Jun 18 39.50 Put [02P6GB]14857020512 1,708.33

Data for 2021-06-11 to 2021-06-17 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.