| Date | Financial Instrument Name | Average Effective Spread | Average volume at best bid and offer | Average spread at best bid and offer | Number of cancellations at best bid and offer | Number of modifications at best bid and offer | Average book depth at 3 price increments | Mean time elapsed (to the millisecond) between an aggressive order | Median time elapsed (to the millisecond) between a market order | Average speed of execution for unmodified passive orders at best bid and offer | Number of Fill or Kill orders that failed | Number of Immediate or Cancel orders that got zero fill | Number of transactions executed on the trading venue | Value of transactions executed on the trading venue | Number of transactions that were executed on the trading venue | Value of transactions that were executed on the trading venue | Number of trading interruptions | Average duration of trading interruptions | Number of suspensions | Nature of suspensions | Average duration of suspensions | For continuous quote venues, number of periods during which no quotes were provided | For continuous quote venues, average duration of periods during which no quotes were provided | Average quote presence |
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