We continue to deliver for our subscribers, setting new records for share matching and price improvement.
Last week was a new platform record for matched shares for the second week in a row and we matched over 100mm shares twice in the same week for the first time ever.
Our growth is being driven by increases in larger size match events and orders displayed on our market data feed, IQX.
For the second week in a row, we reached new highs in shares traded of demi-block or better (starting at 2000 shares), shares traded against displayed orders, and saw over 18mm displayed orders per day priced better than the NBBO on arrival,
Month to date, displayed orders priced better than the NBBO on arrival have averaged median trade size or larger over 95% of the time and round lot or larger almost 80%.
Please contact the desk for more information on getting IQX - it's available directly or through Exegy, MayStreet, Redline, and ACTIV.
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
---|---|---|---|
Total | 6437 | 27.5% | 44.9% |
ETF | 1117 | 29.9% | 54.3% |
LARGE CAP | 851 | 24.0% | 36.4% |
MID CAP | 1214 | 23.6% | 31.6% |
OTHER | 143 | 37.5% | 26.8% |
SMALL CAP | 3114 | 24.3% | 29.1% |
PBR | 1,867,318 |
DIDI | 1,492,060 |
EDU | 1,393,413 |
QQQ | 2,551,865 |
XLF | 1,941,517 |
EEM | 1,670,149 |
AMD | 3,176,153 |
T | 3,030,439 |
F | 2,737,400 |
SNDL | 2,891,309 |
HOOD | 1,572,323 |
SOFI | 1,530,512 |
5-days through 01/28/22 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
---|---|---|---|---|---|
Total | 85.4 | 69.6 | 90 | 260 | 6661 |
Smid Cap | 88.1 | 79.4 | 90 | 240 | 4403 |
ETF | 89.3 | 67.4 | 170 | 360 | 814 |
Large Cap | 81 | 58.1 | 80 | 150 | 807 |
ADR | 93.5 | 83.4 | 130 | 330 | 380 |
LARGE_CAP
SMID_CAP
ADR
ETF
OTHER