The article discusses how financial exchanges encourage certain market participants to provide liquidity in limit order book markets. It suggests that current quoting requirements may not match the actual demand for liquidity throughout the trading day. The researchers propose including speed requirements for liquidity replenishment and recommend using the Threshold Exceedance Duration (TED) for this purpose. By analyzing the TED in relation to the state of the limit order book, they identified the best regression models for predicting liquidity replenishment levels. This approach could help exchanges set target levels for designated market makers to maintain liquidity in the market.