Weekly Highlights

  • Last week, IntelligentCross set a new record for daily matched shares, matching more than 100mm shares single counted for the first time.

  • The drivers behind this new record were a second straight week of our most successful matching of demi-blocks or larger (starting at 2000 shares) and 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 across 5600 names with a median order-size of 100 shares.

  • Please contact the desk for more information on getting IQX - it's available directly or through Exegy, MayStreet, Redline, and ACTIV.

Displayed Quote Stats

4-days through 01/21/22

Unique Names Per Day

Displayed Order Better Than NBBO %

Avg Spread Improvement %

Total

6182

29%

44%

ETF

1111

30%

52%

LARGE CAP

883

27%

37%

MID CAP

1250

27%

33%

OTHER

40

33%

17%

SMALL CAP

2900

27%

29%

Top Symbols

shares matched on the week

ADR

PBR1,478,544
BBD1,075,382
DIDI1,069,407

ETF

UVXY1,939,692
XLF1,785,357
EEM1,772,439

Large Cap

SOFI3,146,601
F2,841,020
ZNGA2,728,872

Smid Cap

BBIG2,146,124
PTON2,046,165
BBI1,447,564

Trading Information

4-days through 01/21/22

4-days through 01/21/22

Quote Stability @ 20ms

Quote Stability @ 500ms

Average Trade Size

Average Order Size

Active Traded Names

Total

89.1

75.6

90

220

6357

Large Cap

86.1

66.7

70

140

827

Smid Cap

90.8

83.2

80

220

3020

ADR

94.2

85

130

290

371

ETF

92.8

75.8

170

290

709

Percent Names Traded by Share Group

LARGE_CAP 42.5%SMID_CAP 41.3%ADR 6.7%ETF 5.6%OTHER 3.9%

LARGE_CAP

SMID_CAP

ADR

ETF

OTHER