Weekly Highlights

  • IntelligentCross would like to wish everyone happy holidays and an enjoyable and healthy long weekend with friends and family.

  • Last week was our best ever. We set new single day records for total matched shares and market share of the total consolidated volume.

  • We also had our best week for daily matched shares against orders displayed on our free market-data feed, IQX, where over 95% of our orders are median trade size or larger.

  • Our unique displayed liquidity continues to provide spread savings value to our subscribers. Last week displayed orders were better than the NBBO on arrival 45% of the time with spread savings of over 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 12/10/21

Unique Names Per Day

Displayed Order Better Than NBBO %

Avg Spread Improvement %

Total

6263

30%

43%

ETF

1053

31%

55%

LARGE CAP

904

30%

35%

MID CAP

1277

28%

34%

OTHER

77

23%

24%

SMALL CAP

2953

28%

29%

Top Symbols

shares matched on the week

ADR

EDU2,340,737
VALE1,583,223
RLX1,342,955

ETF

XLF1,732,620
VXX1,572,311
EEM1,395,877

Large Cap

GRAB2,935,821
F2,709,936
AAPL2,215,023

Smid Cap

SWN1,578,598
ZNGA1,533,987
AVCT989,889

Trading Information

5-days through 12/10/21

5-days through 12/10/21

Quote Stability @ 20ms

Quote Stability @ 500ms

Average Trade Size

Average Order Size

Active Traded Names

Total

89.7

80

100

230

6788

Large Cap

87.2

73.5

90

150

836

Smid Cap

90.5

84.9

90

220

3104

ETF

95.5

83.5

170

280

753

ADR

93.5

86.3

140

310

393

Percent Names Traded by Share Group

SMID_CAP 43.7%LARGE_CAP 38.8%ADR 7.2%ETF 5.5%OTHER 4.8%

SMID_CAP

LARGE_CAP

ADR

ETF

OTHER