Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
SPY	23,716,588	3,631,953	395,325	27,743,866	3,386,166	819.33
MAXN	12,647,888	4,338,299	209,504	17,195,691	6,632,815	259.25
TQQQ	11,862,142	3,105,408	33,062	15,000,613	1,472,534	1,018.69
SIRI	11,931,159	1,792,515	9,202	13,732,876	7,772,558	176.68
SPWR	12,820,455	203,215	2,744	13,026,414	293,973	4,431.16
NVDA	6,774,247	4,526,355	291,147	11,591,749	8,136,946	142.46
OPTT	8,457,356	2,419,047	100,812	10,977,214	3,099,026	354.21
SQQQ	6,538,911	3,975,087	90,069	10,604,067	5,218,610	203.20
SPXS	7,644,151	1,740,304	60	9,384,515	1,791,924	523.71
QQQ	5,949,493	2,188,097	72,630	8,210,219	1,723,360	476.41
RIVN	6,245,040	1,835,703	81,712	8,162,455	2,776,904	293.94
FFIE	4,402,286	2,435,616	90,896	6,928,799	1,561,081	443.85
TSLA	4,549,909	2,074,114	227,425	6,851,448	5,595,742	122.44
TZA	4,837,826	1,856,013	3,478	6,697,317	1,113,232	601.61
SOXS	5,537,451	853,565	20,004	6,411,020	1,303,010	492.02
AAPL	3,863,173	2,203,384	183,763	6,250,320	3,384,150	184.69
SPXU	5,284,361	879,087	220	6,163,668	496,368	1,241.75
NKE	5,368,169	667,562	121,404	6,157,134	2,109,810	291.83
ESPR	5,686,747	391,190	35,871	6,113,808	586,105	1,043.13
LUCY	3,156,552	2,609,517	53,918	5,819,987	1,492,034	390.07
DNA	3,487,326	1,934,075	230,196	5,651,596	2,122,326	266.29
QID	4,603,820	883,695	3,657	5,491,172	552,231	994.36
SOXL	3,907,594	1,460,281	39,161	5,407,036	1,513,467	357.26
NIO	4,115,575	1,044,978	25,752	5,186,305	2,963,403	175.01
TNA	4,167,566	951,989	13,140	5,132,695	572,830	896.02

Data for 2024-06-28 to 2024-07-05 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.