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 | 30.1% | 43.3% |
ETF | 1053 | 30.6% | 54.8% |
LARGE CAP | 904 | 30.4% | 35.2% |
MID CAP | 1277 | 28.4% | 34.3% |
OTHER | 77 | 22.9% | 24.2% |
SMALL CAP | 2953 | 28.0% | 28.8% |
Top Symbols
ADR
| EDU | 2,340,737 |
| VALE | 1,583,223 |
| RLX | 1,342,955 |
ETF
| XLF | 1,732,620 |
| VXX | 1,572,311 |
| EEM | 1,395,877 |
Large Cap
| GRAB | 2,935,821 |
| F | 2,709,936 |
| AAPL | 2,215,023 |
Smid Cap
| SWN | 1,578,598 |
| ZNGA | 1,533,987 |
| AVCT | 989,889 |
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
LARGE_CAP
ADR
ETF
OTHER