Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY	31,991,140	6,627,582	396,998	39,015,720	5,274,109	739.76
TQQQ	23,540,927	5,548,011	51,004	29,139,942	2,435,113	1,196.66
TSLL	22,763,001	2,753,073	23,274	25,539,348	1,769,883	1,443.00
SQQQ	15,318,408	7,593,447	25,886	22,937,741	6,208,415	369.46
QQQ	16,706,630	4,397,149	139,916	21,243,694	3,012,326	705.23
PEGY	12,088,442	3,151,204	147,261	15,386,907	5,066,065	303.73
VXX	9,940,847	2,238,510	16,159	12,195,516	1,566,976	778.28
SQ	868,593	9,745,113	6,574	10,620,280	312,938	3,393.73
SOXS	9,381,639	867,296	27,495	10,276,430	1,221,800	841.09
F	8,525,347	1,478,857	25,076	10,029,280	3,849,975	260.50
SOXL	8,142,554	1,273,815	45,139	9,461,508	2,743,540	344.86
SPXU	7,756,055	907,872	5,880	8,669,807	431,861	2,007.55
UPRO	7,675,586	832,878	9,024	8,517,488	503,159	1,692.80
SNAP	6,868,499	1,300,393	128,374	8,297,266	2,396,741	346.19
CYN	6,831,619	1,330,471	110,665	8,272,755	2,144,381	385.79
UVXY	7,341,675	804,853	12,094	8,158,622	611,471	1,334.26
PSQ	5,368,100	2,516,635	75,367	7,960,102	330,725	2,406.86
SPXS	6,720,886	1,209,709	2,372	7,932,967	1,211,740	654.68
NVDL	7,188,912	670,826	32,788	7,892,526	556,286	1,418.79
QLD	6,995,693	809,156	3,062	7,807,911	198,518	3,933.10
JAGX	7,066,778	706,708	20,305	7,793,792	1,320,936	590.02
GDX	6,700,220	937,882	31,152	7,669,255	1,789,034	428.68
QID	6,174,191	1,093,415	5,181	7,272,786	383,492	1,896.46
SDS	6,374,547	593,891	8,620	6,977,058	613,089	1,138.02
INTC	4,988,527	1,868,040	97,450	6,954,018	2,967,186	234.36

Data for 2024-04-22 to 2024-04-26 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.