Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY	11,395,894	2,585,004	287,245	14,268,143	5,432,122	262.66
VXX	8,777,499	2,170,391	244,287	11,192,178	4,341,857	257.77
UVXY	6,509,591	1,763,595	232,762	8,505,948	4,581,633	185.65
QQQ	4,787,827	1,498,838	89,917	6,376,581	2,970,714	214.65
NAKD	3,515,260	2,474,323	155,654	6,145,237	1,678,471	366.12
CTRM	2,286,442	3,003,309	134,132	5,423,884	2,217,692	244.57
IWM	3,188,318	2,076,694	64,942	5,329,954	2,583,911	206.27
AAPL	2,645,578	1,442,566	255,927	4,344,071	4,850,985	89.55
TQQQ	3,055,659	902,388	38,144	3,996,190	2,001,555	199.65
VIAC	2,138,370	1,619,595	105,789	3,863,754	1,884,337	205.05
SQQQ	2,679,707	750,878	277,059	3,707,644	3,468,714	106.89
TME	901,634	2,104,016	53,149	3,058,800	1,489,898	205.30
KRE	1,760,777	918,654	22,491	2,701,922	705,368	383.05
SPXL	2,196,934	402,269	7,903	2,607,105	386,337	674.83
SSO	2,126,044	407,462	12,011	2,545,516	164,285	1,549.45
NUAN	871,139	1,536,150	108,330	2,515,619	1,815,239	138.58
SNDL	1,148,388	1,152,125	148,783	2,449,296	2,627,280	93.23
AMD	1,462,210	854,458	69,610	2,386,279	2,368,413	100.75
XLE	1,476,451	734,179	155,576	2,366,206	2,139,179	110.61
UPRO	1,973,035	376,791	13,675	2,363,501	407,439	580.09
TZA	1,853,508	430,932	25,275	2,309,714	689,407	335.03
IVV	1,755,027	535,520	16,440	2,306,987	566,200	407.45
ORCL	766,100	1,308,747	92,691	2,167,538	517,046	419.22
INTC	1,361,953	739,449	50,682	2,152,084	1,747,197	123.17
XLF	1,410,619	518,917	193,719	2,123,256	3,795,607	55.94

Data for 2021-04-08 to 2021-04-14 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.