Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY	21,479,287	3,442,400	383,542	25,305,229	3,324,374	761.20
WBA	13,977,477	1,081,271	132,084	15,190,833	2,307,366	658.36
TQQQ	11,444,671	2,821,061	32,064	14,297,796	1,463,634	976.87
FFIE	7,301,901	5,285,034	220,151	12,807,086	2,654,002	482.56
NVDA	7,059,796	4,603,027	290,694	11,953,517	8,222,911	145.37
OPTT	8,618,642	2,569,025	103,582	11,291,248	3,204,208	352.39
SPXS	7,675,924	1,542,210	60	9,218,194	1,949,849	472.76
SQQQ	5,920,551	3,183,197	90,248	9,193,996	5,039,586	182.44
RIVN	6,932,798	2,155,907	98,260	9,186,964	3,241,654	283.40
MAXN	6,508,603	2,504,433	67,570	9,080,607	3,230,393	281.10
NDRA	7,282,795	904,282	2,420	8,189,497	444,513	1,842.35
QQQ	5,770,633	2,018,386	63,423	7,852,442	1,596,232	491.94
DNA	3,915,907	2,641,442	253,046	6,810,394	2,563,342	265.68
SOXS	5,769,712	898,009	21,441	6,689,161	1,317,019	507.90
NVD	4,983,471	1,541,227	4,867	6,529,566	1,356,524	481.35
NKE	5,394,682	706,375	116,772	6,217,830	2,161,577	287.65
ESPR	5,730,749	381,869	35,792	6,148,410	559,780	1,098.36
TSLA	4,151,352	1,754,103	200,180	6,105,635	5,169,921	118.10
AAPL	3,728,598	2,013,137	166,061	5,907,796	3,054,309	193.42
LUCY	3,154,025	2,602,152	53,842	5,810,019	1,495,568	388.48
TZA	4,122,659	1,660,699	3,797	5,787,155	987,614	585.97
SPXU	4,947,091	825,496	260	5,772,847	470,613	1,226.67
SIRI	4,773,689	939,059	3,755	5,716,503	6,291,049	90.87
SOXL	3,886,044	1,431,082	33,153	5,350,279	1,507,459	354.92
PSQ	2,342,976	2,812,109	2,336	5,157,421	235,488	2,190.10

Data for 2024-06-27 to 2024-07-03 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.