Weekly Highlights
For the 10th consecutive week, FINRA ATS statistics list IntelligentCross in the top 5 ATS' for total shares traded of both NMS Tier 1 and Tier 2 stocks.
And for the 5th consecutive week, platform market share of full-day TCV was 80bps or higher.
Despite our growth in volumes and market-share, we continue to record industry-leading post-trade performance, with over 24% higher post trade quote stability and 31% less markout at 500ms versus exchanges last week.
Reach out to our trading desk to discuss how to improve your execution by integrating IntelligentCross Midpoint and ASPEN into your existing routing logic.
Displayed Quote Stats
5-days through 06/10/22
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 7181 | 48.4% | 26.0% |
ETF | 1419 | 50.2% | 25.2% |
LARGE CAP | 796 | 52.1% | 25.7% |
MID CAP | 1184 | 42.3% | 27.7% |
OTHER | 87 | 56.6% | 28.4% |
SMALL CAP | 3697 | 30.4% | 30.2% |
Top Symbols
ADR
| DIDI | 2,637,576 |
| NIO | 1,658,348 |
| VALE | 1,270,357 |
ETF
| EEM | 1,629,545 |
| XLF | 1,393,891 |
| FXI | 1,226,718 |
Large Cap
| AMD | 2,567,900 |
| GRAB | 2,132,666 |
| AMZN | 2,036,825 |
Smid Cap
| GEVO | 3,483,201 |
| SNDL | 2,060,089 |
| ENDP | 1,893,712 |
Trading Information
5-days through 06/10/22
5-days through 06/10/22 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 91.8 | 79.2 | 100 | 210 | 6478 |
Smid Cap | 94 | 86.4 | 100 | 200 | 4476 |
ETF | 94.3 | 81.5 | 180 | 280 | 756 |
Large Cap | 87.8 | 67.4 | 90 | 120 | 746 |
ADR | 94.8 | 85.3 | 140 | 280 | 338 |
Percent Names Traded by Share Group
SMID_CAP
LARGE_CAP
ADR
OTHER
ETF