What is OTC exactly?
OTC stands for over the counter, meaning assets can be traded through a dealer network rather than over an exchange.
Why go after the OTC market only, why not build a normal Dex exchange alongside it giving it more liquidity?
Good question. High volume deal cant be done by the exchange because of price slippage and low liquidity. Imagine that you want to buy 1000 BTC now on Binance. The rate will be much more than on CMC now. (and I think liquidity is not enough even on Binance) Thats why people are connected directly for making high volumes deals.