Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
WBA	315,298,581	0	0	315,298,581	0	n/a
INTC	67,624,474	1,053,524	160	68,678,158	849,186	8,087.53
BA	3,942,490	144,395	0	4,086,885	137,395	2,974.55
TFLO	4,066,681	0	0	4,066,681	0	n/a
KO	2,740,522	171,717	11	2,912,250	513,458	567.18
ETSY	2,447,283	0	0	2,447,283	1	244,728,300.00
V	2,205,265	20,930	20	2,226,214	38,524	5,778.77
DOW	2,150,007	46,002	0	2,196,009	307,212	714.82
MRK	1,948,872	72,983	0	2,021,855	175,644	1,151.11
CRM	1,936,906	52,513	18	1,989,437	96,028	2,071.73
AAPL	1,142,188	6,355	823,990	1,972,532	3,037,152	64.95
NKE	1,769,954	62,120	0	1,832,074	301,439	607.78
QQQ	1,722,721	8,804	2,579	1,734,105	1,341,047	129.31
SPY	1,691,606	12,333	7,163	1,711,102	959,899	178.26
AMGN	1,457,444	17,603	0	1,475,047	35,550	4,149.22
DIS	1,231,760	8,548	688	1,240,996	10,212	12,152.33
JNJ	968,555	51,489	0	1,020,043	192,430	530.09
CVX	942,732	57,209	250	1,000,191	393,197	254.37
IWM	944,546	6,209	2,570	953,325	1,150,311	82.88
IVV	943,259	116	272	943,646	1,094,189	86.24
HD	854,318	17,722	0	872,041	45,947	1,897.93
NVDA	815,151	48,611	20	863,781	1,522,181	56.75
MMM	780,474	21,877	0	802,352	80,742	993.72
AMZN	774,264	1,757	16	776,037	631,547	122.88
ARKK	730,854	2,184	226	733,264	1,403,963	52.23

Data for 2024-09-24 to 2024-09-30 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.