Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY	54,704,060	21,927,389	547,276	77,178,725	10,735,542	718.91
UVXY	23,496,849	5,658,589	297,134	29,452,572	19,258,605	152.93
VXX	22,900,585	4,887,238	190,867	27,978,690	9,587,864	291.81
SQQQ	14,973,008	7,485,771	195,685	22,654,464	10,007,230	226.38
TZA	19,376,987	1,975,832	207,606	21,560,426	1,777,540	1,212.94
QQQ	14,977,297	5,173,507	233,092	20,383,896	6,038,889	337.54
TQQQ	11,718,580	2,588,258	52,175	14,359,013	3,584,176	400.62
SPXS	12,084,801	2,218,371	15,045	14,318,217	762,258	1,878.40
SPXL	11,775,692	1,356,847	13,353	13,145,892	612,483	2,146.33
AMC	6,475,157	5,906,094	617,798	12,999,049	8,209,497	158.34
SPXU	10,845,381	2,013,760	30,938	12,890,079	1,070,115	1,204.55
UPRO	9,986,316	1,255,320	16,806	11,258,442	558,857	2,014.55
SSO	9,861,308	1,057,353	10,871	10,929,531	277,984	3,931.71
AAPL	5,579,827	4,619,195	326,692	10,525,714	8,819,857	119.34
IWM	6,287,249	2,838,225	99,429	9,224,904	4,144,542	222.58
RWM	8,217,718	800,087	118,085	9,135,891	239,265	3,818.31
PLTR	3,668,051	4,636,087	281,117	8,585,255	6,840,702	125.50
SPLG	7,500,032	723,447	23,081	8,246,560	352,041	2,342.50
SDS	6,999,726	964,827	19,401	7,983,954	1,013,162	788.02
PTN	7,554,128	92,751	31,643	7,678,521	145,486	5,277.84
QID	5,897,410	1,250,396	117,548	7,265,354	1,259,804	576.71
VOO	6,280,082	969,477	12,799	7,262,358	469,361	1,547.29
IVV	5,634,057	937,455	20,529	6,592,042	447,581	1,472.82
TLT	3,554,171	2,787,690	97,662	6,439,523	2,606,406	247.07
SH	5,580,587	363,247	25,221	5,969,055	958,891	622.50

Data for 2021-02-19 to 2021-02-25 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.