Cboe EDGX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
AAPL Oct 18 160.00 Call [01e06a]72788081593 876.34
SPY Sep 13 280.00 Call [01lpy5]0053753750 1,074.00
AAPL Oct 18 70.00 Call [01e04x]4384004785 9,560.00
AAPL Jan 17 135.00 Put [01G534]478004780 n/a
XSP Sep 20 230.00 Call [01bJaR]3500035053 660.38
DIS Oct 18 135.00 Call [01e7Gw]14701963430 n/a
AAPL Aug 30 167.50 Put [01lwAy]175136031122 1,413.64
SPY Sep 20 283.00 Call [01Y78Q]23224402960 n/a
AAPL Aug 23 215.00 Call [01kUUJ]12023624812 2,066.67
AAPL Oct 18 165.00 Call [01e06H]20837024584 291.67
SPY Sep 20 286.00 Call [01Y77i]1710692400 n/a
SPY Sep 20 282.00 Call [01Y7BW]20001321341 519.51
SPY Sep 20 281.00 Call [01Y7BY]10001002000 n/a
QQQ Aug 23 165.00 Call [01kakl]200002000 n/a
AAPL Aug 23 207.50 Call [01kUUF]168001680 n/a
SPY Sep 20 282.50 Call [01mmFh]9506816311 1,481.82
AAPL Nov 15 210.00 Call [01lirw]120001200 n/a
SPY Sep 20 287.00 Call [01Y791]107001078 1,337.50
AAPL Aug 30 165.00 Put [01kfgc]6640010611 963.64
AAPL Oct 18 210.00 Call [01e06T]5105410413 800.00
SPY Sep 20 280.00 Call [01Kd0F]1000010038 263.16
SPY Sep 20 284.00 Call [01Y7CI]100001005 2,000.00
AMZN Sep 20 2120.00 Call [01fHTY]871209917 582.35
AAPL Aug 23 190.00 Call [01kUUW]0840846 1,400.00
DOG Sep 20 55.00 Call [01l00W]8300830 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.