Trading Information

7/1/22 - 7/29/22

7/1/22 - 7/29/22

Quote Stability @ 20ms

Quote Stability @ 500ms

Average Trade Size

Average Order Size

Active Traded Names

Total

92

79

100

240

7588

Large Cap

89

70

90

120

776

Smid Cap

94

86

100

230

5036

ETF

95

84

190

390

1152

ADR

95

87

160

300

383

Displayed Quote Stats

7/1/22 - 7/29/22

Unique Names Per Day

Displayed Order Better Than NBBO %

Avg Spread Improvement %

Total

5429

46%

38%

ETF

1426

51%

33%

Large Cap

776

43%

41%

Mid Cap

1149

43%

44%

Small Cap

2078

38%

49%

Top Symbols

Daily Matched Shares 7/1/22 - 7/29/22

ETF

TQQQ385,300
XLF273,500
HYG216,700

Large

SNAP524,600
AMZN471,500
BAC469,000

Smid Cap

IS416,200
SWN326,000
SNDL283,600

ADR

VALE347,200
ABEV325,200
ITUB305,400

Percent Names Traded by Share Group

by Share Group 7/1/22 - 7/29/22
SMID_CAP 35.7%LARGE_CAP 32.7%OTHER 13.9%ADR 9.8%ETF 8.0%

SMID_CAP

LARGE_CAP

OTHER

ADR

ETF

Trading Information pertains to Midpoint only.
Top Symbols and Percent Shares Traded by Share Group represent combined books.
Quote Stability measures percent of time quote remains stable after match.
Matched reflects the activity of a single sided trade.
Piechart groupings represent largest portions of filled orders.
All numbers are rounded to the nearest number in the precision shown.

Any information provided has been prepared from sources believed to be reliable but is not guaranteed, does not represent all available data necessary for making investment decisions and is for informational purposes only. The information provided is not to be construed as an offer or the solicitation to sell or buy the securities or services mentioned.Copyright © 2022 IntelligentCross, All rights reserved.