Cboe EDGX Options Exchange Maker Opportunity

SymbolMissed
Liquidity
Exhausted
Liquidity
Routed
Liquidity
Volume
Opportunity
Cboe ADVLiquidity Opportunity
(% of ADN)
XSP Jun 21 280.00 Put [01SsJC]8,73502829,017145 6,218.62
XSP Aug 16 229.00 Put [01j78D]2,6008902,689136 1,977.21
AAPL Aug 16 210.00 Call [01fEEZ]2,445002,44515 16,300.00
XSP Aug 16 231.00 Put [01j78B]1,615001,61526 6,211.54
XSP Aug 16 311.00 Call [01hZ6t]1,296001,29624 5,400.00
XSP Aug 16 230.00 Put [01hZ6G]1,1005201,152209 551.20
XSP Aug 16 232.00 Put [01j79A]1,034001,03445 2,297.78
SPY Jan 17 300.00 Call [01Ihhk]007407400 n/a
XSP Aug 16 310.00 Call [01hJEE]693006933 23,100.00
MSFT Jun 21 132.00 Call [01iQdo]688006880 n/a
XSP Aug 30 262.00 Put [01eyeh]42800428137 312.41
XSP Aug 16 228.00 Put [01j78F]20081028119 1,478.95
XSP Aug 16 307.00 Call [01hZ6n]28000280123 227.64
XSP Aug 30 265.00 Put [01eyfG]2560025619 1,347.37
IBM Jul 12 135.00 Call [01iyQz]14201002420 n/a
XSP Aug 30 293.00 Put [01eyex]2000020010 2,000.00
XSP Aug 30 261.00 Put [01eyen]1990019912 1,658.33
SPY Jul 5 290.00 Call [01imrC]12870019814 1,414.29
XSP Aug 30 240.00 Put [01eyfP]1880018817 1,105.88
CAT Jan 17 185.00 Call [01HVRw]001501500 n/a
XSP Aug 16 234.00 Put [01j796]0137013711 1,245.45
XSP Aug 30 277.00 Put [01eyfp]1340013418 744.44
SPY Jun 21 275.00 Call [01D79m]22652010715 713.33
XSP Aug 16 247.00 Put [01j78m]1000010014 714.29
IBM Jun 28 130.00 Call [01hwnO]001001000 n/a

Data for 2019-06-11 to 2019-06-17 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.