7/1/22 - 7/29/22 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 92 | 79 | 100 | 240 | 7588 |
Large Cap | 89 | 70 | 90 | 120 | 776 |
Smid Cap | 94 | 86 | 100 | 230 | 5036 |
ETF | 95 | 84 | 190 | 390 | 1152 |
ADR | 95 | 87 | 160 | 300 | 383 |
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 5429 | 46.0% | 38.0% |
ETF | 1426 | 51.0% | 33.0% |
Large Cap | 776 | 43.0% | 41.0% |
Mid Cap | 1149 | 43.0% | 44.0% |
Small Cap | 2078 | 38.0% | 49.0% |
| TQQQ | 385,300 |
| XLF | 273,500 |
| HYG | 216,700 |
| SNAP | 524,600 |
| AMZN | 471,500 |
| BAC | 469,000 |
| IS | 416,200 |
| SWN | 326,000 |
| SNDL | 283,600 |
| VALE | 347,200 |
| ABEV | 325,200 |
| ITUB | 305,400 |
SMID_CAP
LARGE_CAP
OTHER
ADR
ETF