Cboe C2 Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
SPY Aug 23 260.00 Put [01kbkf]1,610001,6100 n/a
MSFT Sep 20 138.00 Put [01mewI]4149505099 5,655.56
AAPL Aug 23 235.00 Call [01kUUg]362103632 18,150.00
MSFT Jan 15 50.00 Put [01aLYw]269002690 n/a
SPY Sep 20 287.00 Call [01Y791]234002340 n/a
SPY Sep 20 283.00 Call [01Y78Q]178001780 n/a
SPY Sep 20 286.00 Call [01Y77i]1630016315 1,086.67
AAPL Aug 23 215.00 Call [01kUUJ]48722714713 1,130.77
SPY Sep 20 282.00 Call [01Y7BW]124001240 n/a
SPY Sep 20 281.00 Call [01Y7BY]116001160 n/a
AMZN Sep 20 2120.00 Call [01fHTY]116001160 n/a
IBM Jun 19 195.00 Call [01f1DG]9200920 n/a
DIS Oct 18 135.00 Call [01e7Gw]85308850 176.00
PFE Jan 15 30.00 Call [01WlN8]8000800 n/a
SPY Sep 20 284.00 Call [01Y7CI]7500750 n/a
MSFT Dec 20 165.00 Call [01jLVQ]7300730 n/a
AAPL Oct 18 210.00 Call [01e06T]7200724 1,800.00
AAPL Aug 23 207.50 Call [01kUUF]7100711 7,100.00
MSFT Sep 20 134.00 Call [01mewY]6000600 n/a
AAPL Nov 15 210.00 Call [01lirw]5410551 5,500.00
AAPL Nov 15 215.00 Call [01lirs]50105113 392.31
FB Sep 20 225.00 Call [01cq5F]5000500 n/a
FB Sep 20 135.00 Put [01cq6z]4800486 800.00
FB Sep 20 140.00 Put [01cq7R]4800480 n/a
FB Sep 20 215.00 Call [01cq5c]4800480 n/a

Data for 2019-08-19 to 2019-08-23 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.