Weekly Highlights
Amid last week's market turmoil, IntelligentCross reached a new high in the number of orders displayed on our market data feed, IQX, that were priced better than the NBBO on arrival - at over 20 million per day.
And, IntelligentCross once again reached #4 for trading Tier 1 NMS securities, and remained #3 for Tier 2 NMS securities, according to the most recent FINRA ATS statistics.
The ATS also had its second-best week ever for daily matched shares across the platform, and for matched shares of demi-block or larger (starting at 2000 shares or $100k).
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 06/17/22
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 7278 | 44.0% | 27.5% |
ETF | 1463 | 48.5% | 26.8% |
LARGE CAP | 769 | 43.8% | 27.1% |
MID CAP | 1147 | 38.9% | 29.2% |
OTHER | 89 | 25.9% | 28.6% |
SMALL CAP | 3812 | 30.6% | 30.8% |
Top Symbols
ADR
| ABEV | 1,887,625 |
| NIO | 1,784,779 |
| TME | 1,643,491 |
ETF
| XLF | 1,693,850 |
| EEM | 1,649,233 |
| SPY | 1,225,254 |
Large Cap
| T | 3,080,503 |
| F | 2,652,181 |
| AMZN | 2,449,862 |
Smid Cap
| SNDL | 3,996,357 |
| KGC | 3,464,750 |
| SOFI | 2,242,774 |
Trading Information
5-days through 06/17/22
5-days through 06/17/22 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 90.9 | 76.2 | 110 | 250 | 6705 |
Smid Cap | 93.3 | 84.4 | 100 | 250 | 4639 |
ETF | 93.5 | 78.6 | 180 | 380 | 859 |
Large Cap | 86.4 | 62.1 | 90 | 130 | 720 |
ADR | 94.8 | 85 | 150 | 330 | 342 |
Percent Names Traded by Share Group
SMID_CAP
LARGE_CAP
ADR
OTHER
ETF