9/1/22 - 9/30/22 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 106 | 83 | 100 | 230 | 7765 |
Large Cap | 102 | 72 | 90 | 130 | 650 |
Smid Cap | 108 | 90 | 90 | 210 | 5166 |
ETF | 107 | 82 | 170 | 380 | 1113 |
ADR | 110 | 92 | 140 | 300 | 387 |
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 5397 | 38.0% | 38.0% |
ETF | 1418 | 43.0% | 33.0% |
Large Cap | 770 | 34.0% | 41.0% |
Mid Cap | 1154 | 38.0% | 48.0% |
Small Cap | 2055 | 34.0% | 48.0% |
| HYG | 409,900 |
| XLF | 404,800 |
| TQQQ | 370,000 |
| F | 704,800 |
| AMD | 587,300 |
| AAPL | 579,800 |
| NLY | 375,300 |
| AAL | 371,700 |
| DNA | 352,300 |
| VALE | 523,000 |
| ABEV | 440,300 |
| ITUB | 412,700 |
SMID_CAP
LARGE_CAP
ADR
OTHER
ETF