An interchange is a road structure where two or more roads or highways cross each other at different levels (grades) and are connected by ramps, loops, or bridges, so that vehicles can change directions or switch roads without stopping and without crossing traffic flows directly. When you're driving on a highway and take an exit ramp to switch to another highway or a local road without a traffic light, you are using an interchange.
The Jane M. Byrne Interchange in April 2022. (Chicago, United States) © Wikimedia.org/Sea Cow, CC BY-SA