Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY	143,986,558	35,892,627	1,199,895	181,079,081	23,147,131	782.30
VXX	70,251,412	27,470,003	203,127	97,924,542	15,428,253	634.71
TQQQ	52,789,411	22,651,422	384,737	75,825,570	16,091,185	471.22
UPRO	64,195,823	8,679,338	48,022	72,923,183	2,253,968	3,235.32
UVXY	48,828,954	15,115,185	280,366	64,224,505	16,964,314	378.59
SSO	54,205,983	9,651,646	7,454	63,865,083	1,668,626	3,827.41
SDS	48,239,759	8,709,977	29,282	56,979,018	1,368,539	4,163.49
SPXS	48,736,092	5,791,419	111,959	54,639,469	3,416,737	1,599.17
SQQQ	35,570,195	8,953,205	273,321	44,796,722	8,341,295	537.05
QQQ	33,945,792	9,980,478	698,711	44,624,981	10,462,469	426.52
SPLG	40,743,980	3,653,461	14,549	44,411,991	496,171	8,950.94
VOO	31,068,466	4,571,958	27,946	35,668,370	2,693,890	1,324.05
QID	27,469,590	5,215,737	14,474	32,699,801	7,470,081	437.74
IVV	27,188,025	4,299,037	39,670	31,526,733	2,502,193	1,259.96
SPDN	22,102,537	6,946,032	2,781	29,051,350	189,890	15,299.04
SPXU	24,011,075	3,920,649	233,401	28,165,124	2,161,353	1,303.12
ARKK	6,498,634	16,143,907	157,066	22,799,607	4,787,208	476.26
SPXL	19,175,601	2,431,933	23,142	21,630,676	1,127,052	1,919.23
IWM	15,466,514	5,132,952	277,093	20,876,559	6,805,974	306.74
VIXY	15,761,057	4,582,373	35,743	20,379,173	3,706,844	549.77
SH	17,315,214	1,930,787	68,095	19,314,096	2,322,861	831.48
QLD	16,267,646	2,127,194	36,545	18,431,385	1,782,957	1,033.75
AAPL	11,950,917	4,268,554	533,457	16,752,927	8,346,964	200.71
XLF	12,255,316	2,789,359	301,812	15,346,488	10,510,444	146.01
SDOW	11,009,847	1,489,711	123,325	12,622,884	1,369,266	921.87

Data for 2022-01-24 to 2022-01-28 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.