Weekly Highlights
IntelligentCross set a new record for shares traded, according to the most recent FINRA ATS statistics! We reached #4 for trading Tier 1 NMS securities, and remain #3 for Tier NMS 2 securities.
The driver for this growth has been an increase in larger transactions - we moved up 8 spots between March and April in the most recent FINRA report on ATS average trade size for block activity.
Growth is also coming from the success subscribers are having with meeting their need for urgency in volatile markets– last week we recorded our best hit rates for IOC orders for Midpoint and ASPEN combined.
Displayed Quote Stats
4-days through 06/03/22
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 6987 | 42.4% | 26.5% |
ETF | 1373 | 48.2% | 26.5% |
LARGE CAP | 828 | 40.4% | 26.0% |
MID CAP | 1201 | 36.9% | 27.0% |
OTHER | 63 | 30.4% | 28.6% |
SMALL CAP | 3524 | 27.8% | 29.2% |
Top Symbols
ADR
| DIDI | 1,589,960 |
| PBR | 1,244,200 |
| GFI | 1,195,168 |
ETF
| XLF | 1,501,163 |
| HYG | 1,165,463 |
| EEM | 1,147,895 |
Large Cap
| AMD | 2,483,593 |
| NU | 2,092,043 |
| GRAB | 1,534,379 |
Smid Cap
| AUY | 2,361,508 |
| MULN | 1,822,529 |
| XELA | 1,490,220 |
Trading Information
4-days through 06/03/22
4-days through 06/03/22 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 91.5 | 78.2 | 100 | 230 | 6323 |
Smid Cap | 93.9 | 86 | 100 | 220 | 4346 |
Large Cap | 87.2 | 65.8 | 90 | 130 | 754 |
ETF | 94.7 | 82.7 | 180 | 290 | 736 |
ADR | 95.4 | 86.8 | 140 | 300 | 337 |
Percent Names Traded by Share Group
SMID_CAP
LARGE_CAP
ADR
OTHER
ETF