Trading Information

8/1/22 - 8/31/22

8/1/22 - 8/31/22

Quote Stability @ 20ms

Quote Stability @ 500ms

Average Trade Size

Average Order Size

Active Traded Names

Total

92

81

100

230

7630

Large Cap

90

73

90

130

689

Smid Cap

94

86

100

230

5043

ETF

95

82

180

340

1114

ADR

95

87

140

290

392

Displayed Quote Stats

8/1/22 - 8/31/22

Unique Names Per Day

Displayed Order Better Than NBBO %

Avg Spread Improvement %

Total

5491

43.0%

39.0%

ETF

1418

48.0%

33.0%

Large Cap

811

41.0%

42.0%

Mid Cap

1198

40.0%

46.0%

Small Cap

2064

36.0%

50.0%

Top Symbols

Daily Matched Shares 8/1/22 - 8/31/22

ETF

TQQQ356,800
XLF240,300
SPY214,500

Large

F469,500
AMD431,700
AMZN411,700

Smid Cap

AMC392,000
SOFI380,400
DNA368,200

ADR

PBR438,400
ITUB325,000
TEVA273,500

Percent Names Traded by Share Group

by Share Group 8/1/22 - 8/31/22
SMID_CAP 38.6%LARGE_CAP 31.2%OTHER 13.3%ADR 10.0%ETF 7.0%

SMID_CAP

LARGE_CAP

OTHER

ADR

ETF