Maker Opportunity

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Symbol	Missed Liquidity	Exhausted Liquidity	Routed Liquidity	Volume Opportunity	Cboe ADV	Liquidity Opportunity (% of ADN)
WBA	140,962,666	60	0	140,962,726	80	176,203,407.50
INTC	65,102,576	1,113,935	38	66,216,548	827,368	8,003.28
SGOV	5,787,089	0	0	5,787,089	0	n/a
KO	3,461,527	42,783	75	3,504,386	571,483	613.21
KVUE	3,311,390	38	0	3,311,428	34	9,739,494.12
BA	2,918,093	117,632	0	3,035,726	130,928	2,318.62
MRK	2,509,192	51,888	20	2,561,099	128,201	1,997.72
T	2,315,949	363	0	2,316,312	895	258,805.81
CRM	2,095,971	53,838	0	2,149,809	90,766	2,368.52
KEY	1,847,582	0	0	1,847,582	0	n/a
QQQ	1,766,933	8,456	2,324	1,777,714	1,271,875	139.77
SPY	1,751,815	12,317	8,552	1,772,684	937,105	189.17
DOW	1,513,811	32,366	60	1,546,237	281,611	549.07
HAL	1,412,801	29	0	1,412,830	20	7,064,150.00
DIS	1,171,655	7,245	136	1,179,035	7,911	14,903.74
NVDA	1,125,651	33,664	5,140	1,164,456	1,422,323	81.87
VZ	1,111,547	47	41,597	1,153,191	712	161,965.03
HD	1,069,284	17,696	0	1,086,980	52,793	2,058.95
IWM	1,081,047	1,679	3,033	1,085,759	1,407,379	77.15
IVV	1,030,019	405	0	1,030,424	1,178,106	87.46
WMT	1,007,080	0	0	1,007,080	20	5,035,400.00
VICI	1,002,992	0	0	1,002,992	0	n/a
PLTR	993,735	20	0	993,754	0	n/a
PARA	952,185	13	88	952,285	0	n/a
HOOD	934,698	1	0	934,699	0	n/a

Data for 2024-09-12 to 2024-09-18 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.