Weekly Highlights
Against the backdrop of Q2's intense trending environment, we've published a research blog analyzing intraspread liquidity in volatile markets. The blog is in the first edition of our new, in-depth newsletter, along with an at-a-glance update on major regulatory developments.
Please take a read: Market Update And Volatility Report.
And let us know what you think, as we'll be offering more market analysis in the months to come.
Displayed Quote Stats
5-days through 05/27/22
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 6929 | 43.9% | 25.5% |
ETF | 1317 | 49.9% | 25.8% |
LARGE CAP | 817 | 42.2% | 24.9% |
MID CAP | 1188 | 36.9% | 25.5% |
OTHER | 65 | 21.8% | 25.0% |
SMALL CAP | 3544 | 28.0% | 27.4% |
Top Symbols
ADR
| ITUB | 1,739,331 |
| DIDI | 1,635,546 |
| VALE | 1,621,371 |
ETF
| XLF | 1,981,347 |
| HYG | 1,129,962 |
| EEM | 1,113,892 |
Large Cap
| AMD | 3,497,481 |
| SNAP | 2,848,007 |
| NU | 2,817,734 |
Smid Cap
| ENDP | 3,346,722 |
| GRAB | 2,248,715 |
| SNDL | 2,141,032 |
Trading Information
5-days through 05/27/22
5-days through 05/27/22 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 91.2 | 78.1 | 100 | 240 | 6476 |
Smid Cap | 93.4 | 85.5 | 100 | 230 | 4423 |
ETF | 93.8 | 80.2 | 190 | 300 | 809 |
Large Cap | 87.2 | 66.3 | 90 | 140 | 746 |
ADR | 95.5 | 87.7 | 150 | 320 | 340 |
Percent Names Traded by Share Group
SMID_CAP
LARGE_CAP
ADR
OTHER
ETF