Weekly Highlights
March remains on pace to be our best month ever for daily matched shares, beating our next best month by more than 13%.
This is driven by the unique liquidity on our displayed market-data feed, IQX.
Month to date, over 50% of all orders displayed on IQX arrive priced better than NBBO for an average spread savings of around 29%.
More than 83% of our displayed orders are round lot or larger. They have an average resting time of over 4 seconds with at least 60% resting 500ms or longer versus only 16% for market quotes in the same names.
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 03/18/22
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 6887 | 28.1% | 49.2% |
ETF | 1213 | 28.6% | 57.6% |
LARGE CAP | 866 | 26.0% | 41.4% |
MID CAP | 1275 | 30.4% | 32.0% |
OTHER | 100 | 33.8% | 21.6% |
SMALL CAP | 3434 | 30.6% | 27.9% |
Top Symbols
ADR
| DIDI | 3,654,521 |
| RLX | 3,079,105 |
| EDU | 2,839,653 |
ETF
| EEM | 3,505,782 |
| XLF | 2,310,407 |
| FXI | 1,727,049 |
Large Cap
| AMD | 2,311,909 |
| GRAB | 1,955,134 |
| F | 1,856,916 |
Smid Cap
| MULN | 4,739,777 |
| SOFI | 2,224,546 |
| TLRY | 1,936,848 |
Trading Information
5-days through 03/18/22
5-days through 03/18/22 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 91.5 | 79.6 | 100 | 240 | 6798 |
Smid Cap | 93.5 | 87.1 | 100 | 240 | 4702 |
Large Cap | 87.7 | 68.1 | 90 | 140 | 777 |
ETF | 94.8 | 81.1 | 180 | 310 | 766 |
ADR | 94.2 | 83.7 | 150 | 390 | 377 |
Percent Names Traded by Share Group
SMID_CAP
LARGE_CAP
ADR
ETF
OTHER