Weekly Highlights
IntelligentCross opened the first full week of 2022 by offering our deepest number of active names ever. The week also ranked in our top 5 weeks for match quantity in both ASPEN^3 and Midpoint.
So far, January has been our best month ever for matching larger sizes of demi-blocks or bigger (starting at 2000 shares).
This growth is driven by the unique displayed liquidity on our free market data feed, IQX. Last week orders displayed on IQX improved the NBBO on arrival over 8mm times a day and were median trade size or larger more than 95% of the time.
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 01/06/22
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 6198 | 28.9% | 43.6% |
ETF | 1079 | 30.2% | 54.0% |
LARGE CAP | 893 | 28.1% | 38.3% |
MID CAP | 1277 | 26.9% | 34.8% |
OTHER | 55 | 25.9% | 23.1% |
SMALL CAP | 2897 | 27.3% | 28.9% |
Top Symbols
ADR
| VALE | 1,575,899 |
| DIDI | 1,402,671 |
| ITUB | 1,331,963 |
ETF
| XLF | 1,597,220 |
| VXX | 1,545,941 |
| UVXY | 1,404,577 |
Large Cap
| F | 4,364,388 |
| T | 2,603,079 |
| BAC | 2,469,716 |
Smid Cap
| SNDL | 1,422,553 |
| FAMI | 1,238,149 |
| EAR | 1,164,641 |
Trading Information
5-days through 01/06/22
5-days through 01/06/22 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 190.8 | 167.2 | 90 | 210 | 6237 |
Large Cap | 190.1 | 155.4 | 80 | 140 | 801 |
Smid Cap | 189.5 | 176.4 | 80 | 220 | 2994 |
ADR | 190.9 | 174.4 | 130 | 310 | 375 |
ETF | 194.1 | 173 | 170 | 270 | 663 |
Percent Names Traded by Share Group
SMID_CAP
LARGE_CAP
ADR
ETF
OTHER