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

29%

44%

ETF

1079

30%

54%

LARGE CAP

893

28%

38%

MID CAP

1277

27%

35%

OTHER

55

26%

23%

SMALL CAP

2897

27%

29%

Top Symbols

shares matched on the week

ADR

VALE1,575,899
DIDI1,402,671
ITUB1,331,963

ETF

XLF1,597,220
VXX1,545,941
UVXY1,404,577

Large Cap

F4,364,388
T2,603,079
BAC2,469,716

Smid Cap

SNDL1,422,553
FAMI1,238,149
EAR1,164,641

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 41.8%LARGE_CAP 41.2%ADR 7.2%ETF 5.5%OTHER 4.3%

SMID_CAP

LARGE_CAP

ADR

ETF

OTHER