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 |
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% |
| TQQQ | 356,800 |
| XLF | 240,300 |
| SPY | 214,500 |
| F | 469,500 |
| AMD | 431,700 |
| AMZN | 411,700 |
| AMC | 392,000 |
| SOFI | 380,400 |
| DNA | 368,200 |
| PBR | 438,400 |
| ITUB | 325,000 |
| TEVA | 273,500 |
SMID_CAP
LARGE_CAP
OTHER
ADR
ETF