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 | 29.3% | 45.5% |
ETF | 1105 | 30.3% | 53.7% |
LARGE CAP | 898 | 28.1% | 37.8% |
MID CAP | 1277 | 27.6% | 33.6% |
OTHER | 55 | 35.9% | 21.8% |
SMALL CAP | 2861 | 26.9% | 29.7% |
Top Symbols
ADR
| PBR | 1,353,927 |
| ITUB | 1,311,953 |
| DIDI | 1,289,220 |
ETF
| VXX | 2,280,224 |
| EEM | 1,778,871 |
| UVXY | 1,749,876 |
Large Cap
| F | 2,655,154 |
| T | 1,999,596 |
| AMD | 1,674,317 |
Smid Cap
| ZNGA | 5,882,262 |
| PETZ | 1,831,199 |
| XELA | 1,682,978 |
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
SMID_CAP
ADR
ETF
OTHER