Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY	20,798,748	7,974,405	315,967	29,089,121	4,914,699	591.88
RJI	17,653,608	18,260	70	17,671,938	1,922	919,455.67
EDU	4,374,198	5,446,519	1,245,684	11,066,400	10,925,593	101.29
VXX	8,450,260	2,052,713	90,260	10,593,234	2,606,798	406.37
UVXY	6,200,886	3,744,552	59,587	10,005,024	3,301,908	303.01
TAL	3,433,233	4,039,412	297,201	7,769,846	4,032,983	192.66
QQQ	5,858,689	1,364,764	82,306	7,305,759	2,658,220	274.84
IWM	3,327,339	1,829,638	94,403	5,251,379	2,280,001	230.32
TQQQ	3,593,162	1,108,778	35,511	4,737,452	1,634,935	289.76
AMC	2,508,256	2,029,145	84,204	4,621,606	1,682,386	274.71
AAPL	3,040,330	1,032,533	173,005	4,245,868	3,962,225	107.16
NIO	2,103,175	1,404,337	83,684	3,591,197	2,153,173	166.79
CEMI	1,695,198	1,496,961	316,447	3,508,606	2,492,029	140.79
AMD	2,029,901	1,069,668	82,281	3,181,850	2,262,483	140.64
DIDI	1,174,060	1,649,906	90,601	2,914,567	1,457,320	199.99
TLT	1,948,540	866,167	64,617	2,879,324	1,766,766	162.97
VIXY	2,092,586	645,323	2,826	2,740,735	332,505	824.27
SVXY	2,230,957	443,018	6,600	2,680,575	429,578	624.00
SNDL	1,742,920	857,054	68,466	2,668,440	2,243,955	118.92
SPXL	2,212,375	368,339	5,031	2,585,746	379,716	680.97
IGC	1,352,214	1,011,297	183,610	2,547,121	1,658,078	153.62
BABA	1,805,441	571,455	89,366	2,466,263	1,459,425	168.99
SSO	2,061,283	382,141	4,517	2,447,941	223,915	1,093.25
XLF	1,548,934	731,898	155,513	2,436,345	2,521,966	96.60
SNAP	1,587,845	714,877	110,400	2,413,122	1,729,995	139.49

Data for 2021-07-21 to 2021-07-27 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.