Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
VXX	29,585,148	7,872,683	211,859	37,669,690	5,206,257	723.55
SPY	26,364,795	7,835,573	533,464	34,733,831	9,038,155	384.30
UVXY	25,509,471	7,605,782	87,424	33,202,677	6,397,637	518.98
KOLD	9,494,913	686,403	3,913	10,185,228	256,898	3,964.70
VIXY	6,999,693	2,047,189	27,164	9,074,046	1,104,128	821.83
SPXL	6,822,765	1,671,493	33,021	8,527,279	915,204	931.74
AAPL	5,187,804	3,052,702	187,385	8,427,891	5,651,430	149.13
UPRO	6,879,066	1,302,123	10,263	8,191,452	1,146,711	714.34
QQQ	6,578,402	1,413,890	106,234	8,098,526	3,265,546	248.00
FAMI	2,894,686	3,638,345	205,951	6,738,983	5,438,883	123.90
IWM	4,248,865	2,250,166	188,945	6,687,975	2,985,721	224.00
TQQQ	5,214,911	1,329,157	52,959	6,597,026	2,606,851	253.06
SSO	5,240,449	1,099,623	7,786	6,347,859	423,920	1,497.42
SQQQ	2,988,980	3,111,782	91,449	6,192,211	3,550,410	174.41
SVXY	4,913,524	1,104,217	21,432	6,039,173	732,512	824.45
VOO	4,537,044	617,445	10,123	5,164,612	779,423	662.62
SLV	4,135,176	923,429	17,025	5,075,631	3,314,924	153.11
UNG	4,206,452	717,710	18,002	4,942,164	670,326	737.28
SPXS	3,869,436	1,060,603	11,399	4,941,438	572,899	862.53
IVV	3,907,233	661,700	14,956	4,583,890	718,691	637.81
SDS	3,565,722	680,858	85,673	4,332,253	539,058	803.67
SPXU	2,259,592	1,643,392	27,236	3,930,219	460,432	853.59
AMC	2,201,852	1,419,793	85,552	3,707,197	1,554,924	238.42
LCID	2,387,159	1,014,234	80,080	3,481,473	1,805,252	192.85
CMCSA	2,441,613	964,215	52,013	3,457,841	1,993,304	173.47

Data for 2021-09-14 to 2021-09-20 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.