6/1/22 - 6/30/22 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 91 | 78 | 100 | 230 | 7859 |
Large Cap | 87 | 65 | 90 | 130 | 761 |
Smid Cap | 94 | 85 | 100 | 220 | 5160 |
ETF | 94 | 81 | 180 | 320 | 1209 |
ADR | 95 | 86 | 150 | 320 | 389 |
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 5500 | 49.0% | 36.0% |
ETF | 1438 | 51.0% | 31.0% |
Large Cap | 794 | 49.0% | 37.0% |
Mid Cap | 1174 | 46.0% | 43.0% |
Small Cap | 2094 | 40.0% | 49.0% |
| SPY | 222,752 |
| EEM | 264,595 |
| XLF | 291,511 |
| NVDA | 433,600 |
| T | 459,694 |
| AMD | 509,057 |
| GRAB | 323,285 |
| SWN | 380,727 |
| SNDL | 492,555 |
| PBR | 317,712 |
| VALE | 323,704 |
| NIO | 330,801 |
SMID_CAP
LARGE_CAP
OTHER
ADR
ETF