Weekly Highlights
We would like to wish everyone a very happy and relaxing Thanksgiving, and a joyous start to the holiday season.
In the spirit of the holiday, we thank all our subscribers and supporters as we remain at our platform best 5th for total shares traded of NMS Tier 1 stocks in FINRA ATS weekly rankings (https://otctransparency.finra.org/otctransparency/AtsData).
Unique liquidity continues to be the driver. Last week was our best week ever for demi-block trades or larger (starting at 2000 shares or $100k), while orders displayed on our ASPEN^3 market-data feed IQX were priced better than the NBBO over 40% of the time.
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 11/19/21
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 5952 | 31.2% | 43.9% |
ETF | 1000 | 30.6% | 51.4% |
LARGE CAP | 913 | 33.3% | 36.4% |
MID CAP | 1320 | 30.7% | 34.5% |
OTHER | 74 | 26.4% | 37.5% |
SMALL CAP | 2647 | 30.5% | 28.0% |
Top Symbols
ADR
| ITUB | 1,463,522 |
| EDU | 1,403,245 |
| NIO | 1,190,781 |
ETF
| XLF | 1,357,786 |
| VXX | 755,111 |
| SJNK | 744,340 |
Large Cap
| F | 2,322,170 |
| LCID | 1,835,700 |
| AAPL | 1,623,085 |
Smid Cap
| PROG | 2,338,066 |
| SNDL | 2,247,111 |
| CLOV | 1,984,783 |
Trading Information
5-days through 11/19/21
5-days through 11/19/21 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 91 | 82.4 | 110 | 260 | 6753 |
Large Cap | 89.1 | 76.9 | 90 | 150 | 850 |
Smid Cap | 91.7 | 86.1 | 100 | 260 | 3185 |
ADR | 93.7 | 86.9 | 140 | 310 | 387 |
ETF | 96.5 | 88.9 | 150 | 350 | 758 |
Percent Names Traded by Share Group
SMID_CAP
LARGE_CAP
ADR
ETF
OTHER