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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)
MSFT Aug 20 275.00 Call [02IjRP]1,809,9491,20201,811,151116 1,561,337.07
MSFT Aug 20 280.00 Call [02IjRN]375,5902,0630377,65393 406,078.49
SPY Aug 2 440.00 Call [02RFGJ]141,08918,9632,964163,0162 8,150,800.00
AAPL Sep 17 145.00 Call [01naOa]32,76242132,78739 84,069.23
FB Aug 20 342.50 Call [02Sgik]25,78904325,8325 516,640.00
AAPL Sep 3 145.00 Call [02SsKV]19,7520719,75920 98,795.00
AAPL Sep 17 135.00 Call [01naOS]13,58002513,6056 226,750.00
MSFT Oct 15 340.00 Call [02ITU3]9,992009,9920 n/a
IBM Aug 20 143.00 Call [02ShZW]8,018008,0180 n/a
MSFT Sep 17 295.00 Call [026ewG]7,215307,2187 103,114.29
AAPL Jan 21 150.00 Call [01nr5B]20005,9006,1000 n/a
AAPL Sep 17 180.00 Call [01nZPQ]6,040006,0401 604,000.00
MSFT Aug 20 277.50 Call [02Sj5B]4,860004,8605 97,200.00
FB Aug 20 337.50 Call [02Sgii]3,820003,8200 n/a
AAPL Sep 17 175.00 Call [01naOm]3,345003,3450 n/a
MSFT Sep 17 290.00 Call [026EMe]2,435002,43512 20,291.67
JNJ Aug 20 170.00 Call [02Ofr7]009379370 n/a
AAPL Sep 17 170.00 Call [01nZPS]830008300 n/a
MSFT Oct 15 335.00 Call [02ITUD]7630076313 5,869.23
AAPL Sep 17 165.00 Call [01naOi]487004870 n/a
AAPL Sep 17 160.00 Call [01nZPU]42732045913 3,530.77
SPY Aug 20 431.00 Call [02M2R1]017021438416 2,400.00
NOC Aug 6 365.00 Call [02R9cO]17577653170 n/a
SPY Jan 21 355.00 Call [01nyj5]317003170 n/a
AA Jul 30 39.50 Call [02PsrH]295002950 n/a

Data for 2021-07-28 to 2021-08-03 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.