Trading Information

4/4/22 - 5/13/22

4/4/22 - 5/13/22

Quote Stability @ 20ms

Quote Stability @ 500ms

Average Trade Size

Average Order Size

Active Traded Names

Total

90.9

77.4

100

250

8193

Smid Cap

93

84.7

100

240

5276

ETF

93.5

78.6

180

350

1265

Large Cap

87

65.8

90

140

805

ADR

95

86.8

140

330

396

Displayed Quote Stats

4/4/22 - 5/13/22

Unique Names Per Day

Displayed Order Better Than NBBO %

Avg Spread Improvement %

Total

6859

46%

27%

ETF

1248

53%

29%

Large Cap

816

39%

24%

Mid Cap

1184

37%

25%

Small Cap

3530

27%

29%

Top Symbols

Daily Matched Shares 4/4/22 - 5/13/22

ETF

XLF411,055
EEM279,304
UVXY226,015

Large

T636,489
AMD582,016
F420,782

Smid Cap

SNDL445,593
SOFI442,170
DNA331,730

ADR

ITUB326,800
VALE299,587
PBR279,960

Percent Names Traded by Share Group

by Share Group 4/4/22 - 5/13/22
SMID_CAP 42.2%LARGE_CAP 33.4%ADR 9.1%OTHER 7.8%ETF 7.6%

SMID_CAP

LARGE_CAP

ADR

OTHER

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.