Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY	27,905,263	4,776,682	192,826	32,874,771	5,098,401	644.81
SDS	28,532,242	2,513,421	2,152	31,047,815	464,163	6,688.99
VXX	21,659,282	4,164,901	52,972	25,877,156	2,769,387	934.40
SQQQ	19,393,256	5,731,404	11,261	25,135,921	7,314,859	343.63
UVXY	18,673,898	5,360,660	86,906	24,121,464	3,790,909	636.30
SPLG	12,791,318	803,576	1,321	13,596,215	173,295	7,845.71
TQQQ	8,709,391	2,349,387	26,742	11,085,520	3,818,064	290.34
UPRO	10,578,743	353,804	4,828	10,937,375	395,167	2,767.79
LCID	6,205,920	4,067,006	169,210	10,442,136	9,880,427	105.69
AAPL	6,150,705	3,990,274	172,003	10,312,982	6,642,903	155.25
QQQ	7,692,776	2,417,069	40,670	10,150,515	2,333,045	435.08
SPXL	9,513,629	470,437	5,843	9,989,910	515,908	1,936.37
F	6,923,660	2,667,670	72,597	9,663,927	7,658,568	126.18
PSQ	8,264,527	962,164	2,767	9,229,458	197,657	4,669.43
SPXS	8,439,089	765,985	1,713	9,206,787	488,419	1,885.02
SSO	8,506,055	304,564	2,219	8,812,838	156,032	5,648.10
IWM	5,171,157	2,660,032	37,047	7,868,235	2,927,599	268.76
TZA	5,929,316	1,602,859	15,714	7,547,889	869,291	868.28
SRTY	4,992,289	2,094,597	17,924	7,104,810	396,289	1,792.84
VOO	6,724,584	342,673	1,495	7,068,752	303,243	2,331.05
AMD	4,282,913	2,550,346	40,395	6,873,654	4,172,051	164.75
SPXU	5,668,255	797,507	32,732	6,498,495	767,260	846.97
IVV	5,713,180	281,034	1,186	5,995,399	249,467	2,403.28
VIXY	4,845,596	1,046,344	35,374	5,927,314	538,824	1,100.05
KOLD	4,598,595	1,238,072	23,500	5,860,167	1,151,033	509.12

Data for 2021-11-19 to 2021-11-26 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.