Weekly Highlights
Last week we set new records for market share vs. total consolidated volume, rising above 80bps for the first time ever and averaging over 75bps for the week.
Orders displayed on our free market data feed, IQX, continue to drive value for our subscribers. Displayed round-lot orders are priced better than the NBBO over 8.5mm times per day across more than 5700 names.
Last week we saw more than 1.2mm trades per day outside of our platform happening at prices worse than what was displayed on ASPEN^3. Roughly 65% of our displayed orders rest at or longer than the median quote duration in a name.
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 02/11/22
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 6611 | 27.8% | 42.5% |
ETF | 1127 | 28.9% | 49.9% |
LARGE CAP | 889 | 25.9% | 38.8% |
MID CAP | 1262 | 27.6% | 30.6% |
OTHER | 184 | 39.1% | 24.9% |
SMALL CAP | 3151 | 28.3% | 27.7% |
Top Symbols
ADR
| ITUB | 2,745,083 |
| VALE | 2,294,251 |
| BBD | 2,140,832 |
ETF
| UVXY | 2,802,512 |
| VXX | 2,067,896 |
| XLF | 1,846,651 |
Large Cap
| F | 2,948,608 |
| AMD | 2,809,660 |
| UBER | 2,577,010 |
Smid Cap
| AMC | 1,662,104 |
| SNDL | 1,647,550 |
| COTY | 1,394,263 |
Trading Information
5-days through 02/11/22
5-days through 02/11/22 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 89.9 | 76.9 | 100 | 230 | 6466 |
Smid Cap | 91.8 | 84.6 | 100 | 220 | 4315 |
Large Cap | 86.8 | 68.2 | 80 | 140 | 838 |
ETF | 93.4 | 77.9 | 180 | 310 | 708 |
ADR | 94.6 | 86.1 | 140 | 290 | 371 |
Percent Names Traded by Share Group
LARGE_CAP
SMID_CAP
ADR
ETF
OTHER