Trading Information

11/1/22 - 11/30/22

11/01/22 - 11/30/22

Quote Stability @ 20ms

Quote Stability @ 500ms

Average Trade Size

Average Order Size

Active Traded Names

Overall

93

82

90

220

7679

Large Cap

90

73

90

130

682

Smid Cap

94

87

90

210

4878

ETF

95

82

190

340

1243

ADR

96

88

140

290

382

Displayed Quote Stats

11/1/22 - 11/30/22

Unique Names Per Day

Displayed Order Better Than NBBO %

Avg Spread Improvement %

Total

5435

43.0%

40.0%

ETF

1482

49.0%

33.0%

Large Cap

769

37.0%

47.0%

Mid Cap

1174

46.0%

43.0%

Small Cap

2007

35.0%

49.0%

Top Symbols

Daily Matched Shares 11/1/22 - 11/30/22

ETF

EEM439,700
TQQQ446,000
FXI483,100

Large

AMZN514,3000
T532,500
F561,000

Smid Cap

OPEN414,800
MULN465,600
SOFI512,000

ADR

VALE605,200
BBD673,600
PBR705,100

Percent Names Traded by Share Group

by Share Group 11/1/22 - 11/30/22
SMID_CAP 36.3%LARGE_CAP 33.1%OTHER 11.2%ADR 11.0%ETF 8.5%

SMID_CAP

LARGE_CAP

OTHER

ADR

ETF