Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY	36,830,196	13,012,830	687,751	50,530,777	6,272,571	805.58
SPXU	27,240,672	2,741,920	87,816	30,070,409	1,653,607	1,818.47
SPXS	25,071,931	2,294,441	12,135	27,378,507	1,620,040	1,689.99
TQQQ	16,089,252	6,188,192	148,978	22,426,422	9,074,993	247.12
SQQQ	15,984,843	5,320,827	176,091	21,481,761	6,585,455	326.20
QQQ	14,271,150	4,166,194	199,489	18,636,833	5,590,757	333.35
UVXY	12,678,126	5,233,859	88,827	18,000,813	5,106,402	352.51
SSO	15,329,170	2,338,781	4,774	17,672,724	634,338	2,786.01
SDS	15,222,679	1,810,286	14,270	17,047,235	997,368	1,709.22
UPRO	14,108,820	1,781,904	44,080	15,934,805	742,864	2,145.05
SPLG	10,072,460	886,563	798	10,959,822	216,715	5,057.25
AILG	10,020,240	0	0	10,020,240	0	n/a
ITOT	2,067,961	6,729,971	12,351	8,810,284	373,075	2,361.53
SNAP	4,059,704	3,801,024	322,855	8,183,583	6,083,058	134.53
SPXL	7,266,280	879,282	30,393	8,175,955	511,994	1,596.88
AAPL	4,233,283	3,357,655	184,349	7,775,287	4,948,036	157.14
KOLD	5,575,806	1,888,126	13,649	7,477,581	686,144	1,089.80
XLF	6,184,469	1,055,816	198,566	7,438,850	6,040,381	123.15
QID	6,430,450	704,348	8,621	7,143,419	1,500,384	476.11
GNCA	4,222,742	2,456,128	88,315	6,767,186	1,738,426	389.27
IWM	3,924,651	2,296,880	97,672	6,319,203	3,090,946	204.44
UNG	5,248,144	981,946	2,632	6,232,723	376,628	1,654.88
VOO	5,429,055	558,083	18,039	6,005,177	257,117	2,335.58
SH	5,124,652	669,869	76,401	5,870,921	1,811,231	324.14
SDOW	3,257,581	2,559,572	45,074	5,862,228	650,598	901.05

Data for 2022-05-23 to 2022-05-27 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.