Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY	12,664,845	3,497,589	337,256	16,499,690	4,834,996	341.26
UVXY	10,987,874	3,232,126	127,081	14,347,081	8,308,025	172.69
VXX	11,095,957	2,863,742	89,482	14,049,182	4,316,847	325.45
CTRM	5,769,401	7,714,055	208,841	13,692,297	5,380,718	254.47
TZA	12,046,096	1,117,958	51,534	13,215,588	1,165,639	1,133.76
NAKD	5,141,897	6,070,953	505,503	11,718,354	2,428,977	482.44
SNDL	4,879,354	4,126,487	294,438	9,300,279	3,489,919	266.49
BB	4,073,684	2,130,537	143,909	6,348,129	4,293,374	147.86
SENS	2,172,837	3,675,862	447,714	6,296,413	5,438,045	115.78
IWM	4,029,181	2,082,243	60,193	6,171,617	3,217,542	191.81
SQQQ	4,579,083	1,310,014	64,629	5,953,726	2,398,939	248.18
BNGO	3,587,688	2,096,848	175,793	5,860,328	3,056,664	191.72
GME	3,264,635	2,365,714	145,145	5,775,494	2,774,098	208.19
RWM	4,956,563	467,254	6,179	5,429,996	96,757	5,611.99
AAPL	2,935,975	2,182,812	311,130	5,429,918	5,669,843	95.77
F	3,815,710	1,172,000	226,897	5,214,607	6,972,318	74.79
AMC	2,535,127	2,102,314	145,737	4,783,178	3,858,770	123.96
GEVO	2,306,818	2,069,020	120,902	4,496,740	2,547,154	176.54
SRTY	3,776,591	640,923	31,266	4,448,781	308,495	1,442.09
QQQ	3,130,691	980,339	77,056	4,188,086	2,048,939	204.40
GSAT	1,162,344	2,885,820	139,764	4,187,928	2,189,518	191.27
INTC	2,699,741	1,340,546	98,825	4,139,112	3,142,514	131.71
SPXL	3,598,003	530,389	7,649	4,136,041	455,802	907.42
SPXS	3,664,549	426,953	2,858	4,094,360	449,386	911.10
BPY	563,493	3,508,279	11,376	4,083,149	745,470	547.73

Data for 2021-01-15 to 2021-01-22 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.