Weekly Highlights
The most recent FINRA ATS statistics show IntelligentCross is in the top 5 for total shares traded for both NMS Tier 1 and Tier 2 stocks.
February is shaping up to be our best month ever for Midpoint daily matched shares. In ASPEN^3, we are seeing over 8mm round-lot or larger orders per day priced better than the NBBO on arrival on our displayed market data feed IQX.
Our success in helping our subscribers find intra-spread liquidity has become more important as a means of controlling the implicit costs of trading while the VIX has remained elevated and spreads have widened since Q3-2021.
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 02/18/22
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 7064 | 28.8% | 44.4% |
ETF | 1115 | 29.9% | 49.8% |
LARGE CAP | 877 | 26.2% | 41.0% |
MID CAP | 1260 | 29.5% | 32.2% |
OTHER | 250 | 41.2% | 29.6% |
SMALL CAP | 3563 | 29.5% | 30.0% |
Top Symbols
ADR
| VALE | 1,638,307 |
| ITUB | 1,553,579 |
| EDU | 1,254,291 |
ETF
| UVXY | 2,297,340 |
| XLF | 1,620,259 |
| VXX | 1,562,448 |
Large Cap
| PLTR | 3,143,328 |
| AMD | 2,673,434 |
| GRAB | 2,020,289 |
Smid Cap
| SNDL | 1,457,949 |
| DKNG | 1,311,039 |
| SPCE | 1,214,320 |
Trading Information
5-days through 02/18/22
5-days through 02/18/22 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 90.9 | 77.9 | 100 | 230 | 6677 |
Smid Cap | 92.7 | 86.1 | 100 | 230 | 4517 |
Large Cap | 87.8 | 68.1 | 90 | 140 | 842 |
ETF | 93.8 | 77.8 | 160 | 340 | 737 |
ADR | 95.5 | 88.4 | 150 | 290 | 370 |
Percent Names Traded by Share Group
SMID_CAP
LARGE_CAP
ADR
ETF
OTHER