Weekly Highlights

  • Last week, IntelligentCross set a new record for market-share versus total consolidated volume.

  • This was driven by our best week ever for matching demi-blocks or larger (starting at 2000 shares) and by continued spread-saving opportunities from orders displayed on our market-data feed IQX.

  • Last week, displayed orders were priced better than the NBBO on arrival over 11mm times per day and were median trade size or larger over 96% 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 01/14/22

Unique Names Per Day

Displayed Order Better Than NBBO %

Avg Spread Improvement %

Total

6195

29%

46%

ETF

1105

30%

54%

LARGE CAP

898

28%

38%

MID CAP

1277

28%

34%

OTHER

55

36%

22%

SMALL CAP

2861

27%

30%

Top Symbols

shares matched on the week

ADR

PBR1,353,927
ITUB1,311,953
DIDI1,289,220

ETF

VXX2,280,224
EEM1,778,871
UVXY1,749,876

Large Cap

F2,655,154
T1,999,596
AMD1,674,317

Smid Cap

ZNGA5,882,262
PETZ1,831,199
XELA1,682,978

Trading Information

5-days through 01/14/22

5-days through 01/14/22

Quote Stability @ 20ms

Quote Stability @ 500ms

Average Trade Size

Average Order Size

Active Traded Names

Total

90.6

79.4

90

220

6375

Large Cap

88

71.9

80

140

813

Smid Cap

92.3

86.2

90

220

3031

ADR

94.3

86.3

130

300

367

ETF

94.5

81.7

170

280

719

Percent Names Traded by Share Group

LARGE_CAP 42.6%SMID_CAP 40.7%ADR 7.0%ETF 5.4%OTHER 4.3%

LARGE_CAP

SMID_CAP

ADR

ETF

OTHER