Weekly Highlights

  • 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.

Displayed Quote Stats

5-days through 01/28/22

Unique Names Per Day

Displayed Order Better Than NBBO %

Avg Spread Improvement %

Total

6437

28%

45%

ETF

1117

30%

54%

LARGE CAP

851

24%

36%

MID CAP

1214

24%

32%

OTHER

143

37%

27%

SMALL CAP

3114

24%

29%

Top Symbols

shares matched on the week

ADR

PBR1,867,318
DIDI1,492,060
EDU1,393,413

ETF

QQQ2,551,865
XLF1,941,517
EEM1,670,149

Large Cap

AMD3,176,153
T3,030,439
F2,737,400

Smid Cap

SNDL2,891,309
HOOD1,572,323
SOFI1,530,512

Trading Information

5-days through 01/28/22

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

Percent Names Traded by Share Group

LARGE_CAP 44.9%SMID_CAP 39.1%ADR 6.8%ETF 5.2%OTHER 4.0%

LARGE_CAP

SMID_CAP

ADR

ETF

OTHER