Weekly Highlights

  • IntelligentCross opened the first full week of December with our best market-share vs total consolidated volume day ever: we were just over 70bps.

  • We also had our best week for daily matched shares against orders displayed on our free market-data feed, IQX.

  • Our unique displayed liquidity continues to provide spread savings value to our subscribers. Last week displayed orders were better than the NBBO on arrival 43% of the time with spread savings of 30%.

  • 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 12/03/21

Unique Names Per Day

Displayed Order Better Than NBBO %

Avg Spread Improvement %

Total

6266

30%

51%

ETF

1058

30%

61%

LARGE CAP

902

30%

35%

MID CAP

1296

27%

34%

OTHER

86

21%

33%

SMALL CAP

2926

27%

30%

Top Symbols

shares matched on the week

ADR

ITUB2,722,249
NIO1,650,670
EDU1,628,572

ETF

XLF2,326,973
EEM1,989,146
VXX1,712,137

Large Cap

T2,981,538
AAPL2,654,566
F2,551,590

Smid Cap

ABUS2,736,854
ARDX2,167,521
IMGN1,654,637

Trading Information

5-days through 12/03/21

5-days through 12/03/21

Quote Stability @ 20ms

Quote Stability @ 500ms

Average Trade Size

Average Order Size

Active Traded Names

Total

88.1

76.3

100

230

6859

Large Cap

85.1

68.7

90

140

834

Smid Cap

89

82.1

100

200

3184

ADR

92.7

84

150

290

392

ETF

93.4

75.7

160

310

821

Percent Names Traded by Share Group

SMID_CAP 43.2%LARGE_CAP 38.3%ADR 7.7%ETF 6.5%OTHER 4.2%

SMID_CAP

LARGE_CAP

ADR

ETF

OTHER