Trading Information

10/1/22 - 10/31/22

10/01/22 - 10/31/22

Quote Stability @ 20ms

Quote Stability @ 500ms

Average Trade Size

Average Order Size

Active Traded Names

Overall

92

80

90

260

7730

Large Cap

89

70

90

130

665

Smid Cap

94

86

90

250

4999

ETF

95

81

180

440

1192

ADR

96

88

140

350

375

Displayed Quote Stats

10/1/22 - 10/31/22

Unique Names Per Day

Displayed Order Better Than NBBO %

Avg Spread Improvement %

Total

5324

40.0%

38.0%

ETF

1436

48.0%

33.0%

Large Cap

738

32.0%

44.0%

Mid Cap

1133

36.0%

46.0%

Small Cap

2017

34.0%

48.0%

Top Symbols

Daily Matched Shares 10/1/22 - 10/31/22

ETF

PBR617,800
NIO438,100
HYG379,100

Large

SNAP596,700
BAC623,900
F745,600

Smid Cap

SWN345,500
AAL448,300
DNA573,700

ADR

VALE605,200
BBD673,600
VALE627,000

Percent Names Traded by Share Group

by Share Group 10/1/22 - 10/31/22
LARGE_CAP 36.1%SMID_CAP 33.5%OTHER 11.7%ADR 10.7%ETF 7.9%

LARGE_CAP

SMID_CAP

OTHER

ADR

ETF