A test strip with a covering layer having a novel vent. The vent divides the inventive covering layer into two parts and provides an opening that allows air to escape as fluid enters a cavity or sample receiving chamber formed in the test strip. In preferred embodiments, the covering layer is clear such that the user can see through it and the vent doubles as a “fill line.” The user can thus watch the fluid sample enter the test strip, progress through the capillary cavity, and then stop at the slot or fill-line. This provides positive assurance to the user that the sample size is sufficient and the test strip has been filled properly. The present invention also provides an advantageous method of mass-producing the inventive test strips without having to align the vent opening laterally with respect to the test strips and without having to punch a vent opening. The method is also well suited to mass production by roll processing techniques.