Data selection is of great significance in pre-training large language models, given the variation in quality within the large-scale available training corpora. To achieve this, researchers are currently investigating the use of data influence to measure the importance of data instances, $i.e.,$ a high influence score indicates that incorporating this instance to the training set is likely to enhance the model performance. Consequently, they select the top-$k$ instances with the highest scores. However, this approach has several limitations. (1) Computing the influence of all available data is time-consuming. (2) The selected data instances are not diverse enough, which may hinder the pre-trained model's ability to generalize effectively to various downstream tasks. In this paper, we introduce \texttt{Quad}, a data selection approach that considers both quality and diversity by using data influence to achieve state-of-the-art pre-training results. In particular, noting that attention layers capture extensive semantic details, we have adapted the accelerated $iHVP$ computation methods for attention layers, enhancing our ability to evaluate the influence of data, $i.e.,$ its quality. For the diversity, \texttt{Quad} clusters the dataset into similar data instances within each cluster and diverse instances across different clusters. For each cluster, if we opt to select data from it, we take some samples to evaluate the influence to prevent processing all instances. To determine which clusters to select, we utilize the classic Multi-Armed Bandit method, treating each cluster as an arm. This approach favors clusters with highly influential instances (ensuring high quality) or clusters that have been selected less frequently (ensuring diversity), thereby well balancing between quality and diversity.