Weekly Highlights
Last week, IntelligentCross saw a new record day for matched shares on the platform and has been above 60bps of total consolidated volume for a record 4 weeks in a row.
49% of orders displayed on our market data feed, IQX, were priced better than the NBBO last week and over 96% were median trade size or larger.
This unique liquidity has helped us set 3 straight weeks of records for matched shares of demi-block or larger (e.g., beginning at 2000 shares or $100k).
Please contact the desk for more information on getting IQX - it's available directly or through Exegy, MayStreet, Redline, and ACTIV.
Displayed Quote Stats
4-days through 11/26/21
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 6033 | 30.5% | 49.0% |
ETF | 1034 | 30.7% | 56.7% |
LARGE CAP | 907 | 31.3% | 36.4% |
MID CAP | 1294 | 28.5% | 34.9% |
OTHER | 80 | 25.3% | 40.7% |
SMALL CAP | 2719 | 28.1% | 30.1% |
Top Symbols
ADR
| EDU | 2,100,206 |
| ITUB | 2,070,208 |
| RLX | 1,395,294 |
ETF
| XLF | 1,719,328 |
| VXX | 1,500,979 |
| EEM | 1,288,593 |
Large Cap
| BAC | 2,032,755 |
| F | 1,733,582 |
| WFC | 1,524,607 |
Smid Cap
| CEI | 1,362,692 |
| ZNGA | 1,220,505 |
| VG | 1,199,032 |
Trading Information
4-days through 11/26/21
4-days through 11/26/21 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 89.6 | 79 | 110 | 240 | 6526 |
Large Cap | 87.4 | 72.7 | 90 | 140 | 847 |
Smid Cap | 90.4 | 84.4 | 100 | 220 | 3120 |
ADR | 93.4 | 85.6 | 150 | 310 | 379 |
ETF | 94.5 | 81.1 | 160 | 320 | 692 |
Percent Names Traded by Share Group
SMID_CAP
LARGE_CAP
ADR
ETF
OTHER