Weekly Highlights
We now rank a platform best 5th for total shares traded of NMS Tier 1 stocks in the latest FINRA ATS weekly statistics (https://otctransparency.finra.org/otctransparency/AtsData).
Last week, we set an overall record for total shares matched in a day and ASPEN^3 set a new record for average daily shares matched for the 8th week in a row.
We would like to thank all of our subscribers for their continued support, without which our growth would be impossible.
Our subscribers continue to benefit from our unique spread improving liquidity. Last week, orders displayed on our IQX market data feed were priced better than the NBBO 35% of the time on arrival for a spread savings of close to 31%.
Please contact the desk for more information on getting IQX - it's available directly or through Exegy, MayStreet, Redline, and ACTIV.
Displayed Quote Stats
5-days through 10/29/21
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 5951 | 31.1% | 35.3% |
ETF | 1001 | 29.5% | 41.0% |
LARGE CAP | 935 | 34.1% | 30.0% |
MID CAP | 1312 | 32.3% | 28.7% |
OTHER | 84 | 24.0% | 27.6% |
SMALL CAP | 2621 | 31.7% | 24.2% |
Top Symbols
ADR
| ITUB | 1,358,902 |
| NIO | 1,108,248 |
| PBR | 1,024,165 |
ETF
| XLF | 1,517,990 |
| VXX | 1,106,723 |
| EEM | 903,024 |
Large Cap
| F | 3,482,399 |
| LCID | 2,338,113 |
| T | 2,025,597 |
Smid Cap
| FAMI | 5,416,920 |
| METX | 1,813,742 |
| MARK | 1,619,288 |
Trading Information
5-days through 10/29/21
5-days through 10/29/21 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 91.2 | 81.5 | 110 | 230 | 6677 |
Large Cap | 89.5 | 76.3 | 90 | 140 | 862 |
Smid Cap | 91.7 | 85.3 | 100 | 210 | 3165 |
ETF | 96.6 | 89 | 160 | 340 | 744 |
ADR | 94.2 | 87.9 | 140 | 290 | 383 |
Percent Names Traded by Share Group
SMID_CAP
LARGE_CAP
ADR
ETF
OTHER