Trading Information

6/1/22 - 6/30/22

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

Displayed Quote Stats

6/1/22 - 6/30/22

Unique Names Per Day

Displayed Order Better Than NBBO %

Avg Spread Improvement %

Total

5500

49%

36%

ETF

1438

51%

31%

Large Cap

794

49%

37%

Mid Cap

1174

46%

43%

Small Cap

2094

40%

49%

Top Symbols

Daily Matched Shares 6/1/22 - 6/30/22

ETF

SPY222,752
EEM264,595
XLF291,511

Large

NVDA433,600
T459,694
AMD509,057

Smid Cap

GRAB323,285
SWN380,727
SNDL492,555

ADR

PBR317,712
VALE323,704
NIO330,801

Percent Names Traded by Share Group

by Share Group 6/1/22 - 6/30/22
SMID_CAP 38.4%LARGE_CAP 29.5%OTHER 15.7%ADR 9.3%ETF 7.1%

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.