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 | 30.0% | 51.5% |
ETF | 1058 | 30.4% | 60.5% |
LARGE CAP | 902 | 30.0% | 34.6% |
MID CAP | 1296 | 26.8% | 34.0% |
OTHER | 86 | 21.1% | 32.9% |
SMALL CAP | 2926 | 26.7% | 29.6% |
Top Symbols
ADR
| ITUB | 2,722,249 |
| NIO | 1,650,670 |
| EDU | 1,628,572 |
ETF
| XLF | 2,326,973 |
| EEM | 1,989,146 |
| VXX | 1,712,137 |
Large Cap
| T | 2,981,538 |
| AAPL | 2,654,566 |
| F | 2,551,590 |
Smid Cap
| ABUS | 2,736,854 |
| ARDX | 2,167,521 |
| IMGN | 1,654,637 |
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
LARGE_CAP
ADR
ETF
OTHER