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%

49%

ETF

1184

29%

56%

LARGE CAP

835

26%

40%

MID CAP

1259

28%

32%

OTHER

115

39%

20%

SMALL CAP

3443

28%

29%

Top Symbols

shares matched on the week

ADR

DIDI3,004,591
EDU2,705,674
ITUB2,109,595

ETF

EEM3,131,180
XLF2,495,565
FXI1,796,469

Large Cap

AMD2,409,778
GRAB2,107,063
T2,030,693

Smid Cap

CEI2,605,308
RIG2,502,956
SWN1,982,403

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 44.4%LARGE_CAP 38.0%ADR 8.3%ETF 5.3%OTHER 4.1%

SMID_CAP

LARGE_CAP

ADR

ETF

OTHER