Market Structure Updated Metrics

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SEC Staff is pleased to provide you with the following updates:

  • Updated Metrics. Data series containing daily cancel-to-trade ratios, trade-order volumes, hidden rates, and odd-lot rate metrics for Q1 2023 are now available. This data extends to 135 total months the data series you can view in the data visualization tool as well as download in CSV format. The visualization for quote-life data now defaults to Q1 2023.

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