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

26%

44%

ETF

1317

26%

50%

LARGE CAP

817

25%

42%

MID CAP

1188

25%

37%

OTHER

65

25%

22%

SMALL CAP

3544

27%

28%

Top Symbols

shares matched on the week

ADR

ITUB1,739,331
DIDI1,635,546
VALE1,621,371

ETF

XLF1,981,347
HYG1,129,962
EEM1,113,892

Large Cap

AMD3,497,481
SNAP2,848,007
NU2,817,734

Smid Cap

ENDP3,346,722
GRAB2,248,715
SNDL2,141,032

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 45.5%LARGE_CAP 39.3%ADR 6.6%OTHER 4.8%ETF 3.9%

SMID_CAP

LARGE_CAP

ADR

OTHER

ETF