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 |
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% |
EEM | 439,700 |
TQQQ | 446,000 |
FXI | 483,100 |
AMZN | 514,3000 |
T | 532,500 |
F | 561,000 |
OPEN | 414,800 |
MULN | 465,600 |
SOFI | 512,000 |
VALE | 605,200 |
BBD | 673,600 |
PBR | 705,100 |
SMID_CAP
LARGE_CAP
OTHER
ADR
ETF