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

31%

49%

ETF

1034

31%

57%

LARGE CAP

907

31%

36%

MID CAP

1294

29%

35%

OTHER

80

25%

41%

SMALL CAP

2719

28%

30%

Top Symbols

shares matched on the week

ADR

EDU2,100,206
ITUB2,070,208
RLX1,395,294

ETF

XLF1,719,328
VXX1,500,979
EEM1,288,593

Large Cap

BAC2,032,755
F1,733,582
WFC1,524,607

Smid Cap

CEI1,362,692
ZNGA1,220,505
VG1,199,032

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 44.1%LARGE_CAP 37.7%ADR 7.9%ETF 6.6%OTHER 3.7%

SMID_CAP

LARGE_CAP

ADR

ETF

OTHER