Trading Information

9/1/22 - 9/30/22

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

Displayed Quote Stats

9/1/22 - 9/30/22

Unique Names Per Day

Displayed Order Better Than NBBO %

Avg Spread Improvement %

Total

5397

38%

38%

ETF

1418

43%

33%

Large Cap

770

34%

41%

Mid Cap

1154

38%

48%

Small Cap

2055

34%

48%

Top Symbols

Daily Matched Shares 9/1/22 - 9/30/22

ETF

HYG409,900
XLF404,800
TQQQ370,000

Large

F704,800
AMD587,300
AAPL579,800

Smid Cap

NLY375,300
AAL371,700
DNA352,300

ADR

VALE523,000
ABEV440,300
ITUB412,700

Percent Names Traded by Share Group

by Share Group 9/1/22 - 9/30/22
SMID_CAP 37.2%LARGE_CAP 32.0%ADR 13.2%OTHER 13.2%ETF 8.1%

SMID_CAP

LARGE_CAP

ADR

OTHER

ETF

ASPEN August 2022 data.
Based upon the difference in the 20ms markouts of midpoint-traded shares at IntelligentCross and exchanges, applied to all shares traded intraday in the US NMS market.
Market Research
TCV through 9/9/22
FINRA ATS data reports issued 9/6 and 9/12
August Trading Trends
Trading Information pertains to Midpoint only.
Top Symbols and Percent Shares Traded by Share Group represent combined books.
Quote Stability measures percent of time quote remains stable after match.
"Matched" reflects the activity of a single-sided trade.
Pie chart groupings represent the largest portions of filled orders.
All numbers are rounded to the nearest number in the precision shown.

Any information provided has been prepared from sources believed to be reliable but is not guaranteed, does not represent all available data necessary for making investment decisions and is for informational purposes only. The information provided is not to be construed as an offer or the solicitation to sell or buy the securities or services mentioned.Copyright © 2022 IntelligentCross, All rights reserved.