Weekly Highlights
March is shaping up to be IntelligentCross' strongest month ever for daily matched shares across the platform, driven by the importance of intraspread liquidity during periods of market volatility and wider spreads.
Month-to-date, we are seeing more than 11 million round-lot or larger orders priced better than the NBBO on arrival daily, displayed through our free market data feed, IQX.
We are also seeing our best daily totals for midpoint matched shares, IOC utilization, and matches of demi-block or larger (starting at 2000 shares).
Combined, these statistics demonstrate how our subscribers use and trust Intelligent Cross ASPEN^3 and Midpoint to deliver higher-quality execution even under difficult trading conditions.
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 03/11/22
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 6834 | 28.1% | 48.9% |
ETF | 1184 | 28.8% | 56.1% |
LARGE CAP | 835 | 25.6% | 39.8% |
MID CAP | 1259 | 28.4% | 32.3% |
OTHER | 115 | 39.0% | 20.3% |
SMALL CAP | 3443 | 28.4% | 28.6% |
Top Symbols
ADR
| DIDI | 3,004,591 |
| EDU | 2,705,674 |
| ITUB | 2,109,595 |
ETF
| EEM | 3,131,180 |
| XLF | 2,495,565 |
| FXI | 1,796,469 |
Large Cap
| AMD | 2,409,778 |
| GRAB | 2,107,063 |
| T | 2,030,693 |
Smid Cap
| CEI | 2,605,308 |
| RIG | 2,502,956 |
| SWN | 1,982,403 |
Trading Information
5-days through 03/11/22
5-days through 03/11/22 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 90.3 | 76.8 | 110 | 250 | 6793 |
Smid Cap | 92.3 | 84.8 | 100 | 250 | 4682 |
ETF | 94 | 77.8 | 180 | 330 | 799 |
Large Cap | 85.9 | 64.3 | 90 | 140 | 762 |
ADR | 95.1 | 86.4 | 170 | 350 | 371 |
Percent Names Traded by Share Group
SMID_CAP
LARGE_CAP
ADR
ETF
OTHER