Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY	39,191,926	7,682,618	447,862	47,322,406	5,649,027	837.71
TQQQ	30,888,021	6,356,234	96,709	37,340,963	3,404,056	1,096.96
QQQ	21,880,410	4,589,014	143,648	26,613,072	3,498,861	760.62
SQQQ	18,916,163	6,077,140	25,319	25,018,622	7,635,447	327.66
TSLL	18,779,109	2,115,424	19,868	20,914,401	1,504,343	1,390.27
VXX	12,703,998	2,612,652	30,177	15,346,827	1,898,191	808.50
SPXS	11,487,127	1,717,883	4,111	13,209,121	1,576,374	837.94
UPRO	10,900,984	1,125,341	13,333	12,039,658	472,328	2,549.00
SPXU	10,477,425	1,059,533	9,778	11,546,736	446,572	2,585.64
QID	9,896,653	1,222,054	6,545	11,125,252	455,462	2,442.63
SOXL	9,527,797	1,444,037	52,353	11,024,187	3,100,515	355.56
SDS	9,691,365	1,054,222	8,221	10,753,808	761,800	1,411.63
QLD	9,840,354	908,176	5,085	10,753,615	227,755	4,721.57
SQ	857,198	9,733,908	9,264	10,600,370	332,931	3,183.95
SOXS	9,815,955	733,421	23,893	10,573,270	1,287,934	820.95
EGOX	5,695,703	4,331,100	79,563	10,106,366	2,712,708	372.56
SINT	6,296,590	3,373,653	106,691	9,776,934	5,462,269	178.99
NVDL	8,129,488	648,451	41,877	8,819,816	508,813	1,733.41
SPLG	7,240,841	1,411,235	23,292	8,675,368	647,863	1,339.07
PSQ	6,770,376	1,474,501	61,902	8,306,779	360,696	2,302.99
IWM	5,706,197	2,505,407	91,230	8,302,834	2,221,699	373.72
SSO	6,937,859	1,105,676	3,469	8,047,004	377,333	2,132.60
JAGX	6,978,345	1,028,504	25,723	8,032,572	1,546,012	519.57
TZA	6,306,054	1,678,161	18,428	8,002,643	1,823,703	438.81
UVXY	7,178,846	743,272	11,219	7,933,337	610,747	1,298.96

Data for 2024-04-18 to 2024-04-24 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.