Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY	35,977,523	6,732,515	843,537	43,553,576	9,077,894	479.78
SPXS	35,859,313	4,424,517	88,290	40,372,120	2,438,341	1,655.72
UVXY	31,050,612	8,477,672	179,971	39,708,256	10,891,514	364.58
MULN	28,605,489	10,245,193	144,945	38,995,627	9,307,323	418.98
TQQQ	29,368,326	5,962,241	361,104	35,691,671	7,415,485	481.31
SPXU	32,481,945	2,320,118	66,777	34,868,840	1,640,868	2,125.02
SQQQ	24,344,722	4,013,400	237,293	28,595,415	5,092,629	561.51
QQQ	20,720,480	4,921,738	427,210	26,069,428	4,970,025	524.53
UPRO	21,203,377	2,411,989	14,677	23,630,043	742,435	3,182.78
SSO	18,424,700	4,104,926	29,443	22,559,069	678,696	3,323.88
LYLT	13,431,781	6,216,800	116,288	19,764,869	8,666,389	228.06
SDS	16,288,414	1,947,272	14,357	18,250,043	693,436	2,631.83
SPXL	15,848,924	1,701,363	51,607	17,601,894	912,112	1,929.80
SPLG	10,493,708	1,232,238	2,804	11,728,749	389,363	3,012.29
VIXY	8,849,043	2,281,524	32,070	11,162,637	2,049,594	544.63
IWM	7,592,003	3,164,165	245,249	11,001,416	3,218,299	341.84
SH	10,034,021	640,630	42,307	10,716,958	595,152	1,800.71
QID	9,044,408	1,104,178	42,453	10,191,040	1,468,838	693.82
QLD	8,075,506	1,320,301	8,241	9,404,047	297,878	3,157.01
SVXY	7,651,977	1,296,253	10,471	8,958,701	677,321	1,322.67
BOXD	6,548,217	1,653,427	57,875	8,259,519	2,539,785	325.21
IVV	7,132,871	1,097,022	15,193	8,245,086	473,532	1,741.19
VOO	6,653,373	791,902	14,424	7,459,699	355,169	2,100.32
CS	3,560,797	2,932,871	528,042	7,021,710	4,404,869	159.41
KRE	3,704,121	2,904,691	257,649	6,866,461	3,800,305	180.68

Data for 2023-03-20 to 2023-03-24 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.