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 | 28.8% | 43.6% |
ETF | 1111 | 30.3% | 52.0% |
LARGE CAP | 883 | 26.9% | 37.0% |
MID CAP | 1250 | 27.1% | 32.6% |
OTHER | 40 | 32.7% | 16.8% |
SMALL CAP | 2900 | 26.9% | 28.5% |
Top Symbols
ADR
| PBR | 1,478,544 |
| BBD | 1,075,382 |
| DIDI | 1,069,407 |
ETF
| UVXY | 1,939,692 |
| XLF | 1,785,357 |
| EEM | 1,772,439 |
Large Cap
| SOFI | 3,146,601 |
| F | 2,841,020 |
| ZNGA | 2,728,872 |
Smid Cap
| BBIG | 2,146,124 |
| PTON | 2,046,165 |
| BBI | 1,447,564 |
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
SMID_CAP
ADR
ETF
OTHER