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 |
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
---|---|---|---|
Total | 6859 | 45.8% | 27.1% |
ETF | 1248 | 53.2% | 28.6% |
Large Cap | 816 | 39.3% | 24.2% |
Mid Cap | 1184 | 37.4% | 25.1% |
Small Cap | 3530 | 27.3% | 29.1% |
XLF | 411,055 |
EEM | 279,304 |
UVXY | 226,015 |
T | 636,489 |
AMD | 582,016 |
F | 420,782 |
SNDL | 445,593 |
SOFI | 442,170 |
DNA | 331,730 |
ITUB | 326,800 |
VALE | 299,587 |
PBR | 279,960 |
SMID_CAP
LARGE_CAP
ADR
OTHER
ETF