Weekly Highlights
Our June market update, including information on trading trends, has been published and is available here.
July has started on a very strong note. So far, this is our highest month ever for market share of total consolidated volume, at just over 82 bps per day.
Unique displayed liquidity on IQX, our free market data feed, is driving these gains in market share – even during holiday-shortened periods. Last week, we had displayed orders in more than 7000 names per day and at least one side of the IQX quote was priced at or better than the NBBO over 70% of the time.
Please contact the desk for more information on our weekly data or to connect to IQX - it's available directly or through Exegy, MayStreet, Redline, and ACTIV.
Displayed Quote Stats
4-days through 07/08/22
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 7164 | 28% | 40% |
ETF | 1443 | 27% | 46% |
LARGE CAP | 775 | 29% | 38% |
MID CAP | 1156 | 29% | 37% |
OTHER | 80 | 32% | 63% |
SMALL CAP | 3711 | 31% | 29% |
Top Symbols
ADR
| VALE | 1,661,706 |
| NIO | 1,260,772 |
| YSG | 1,234,485 |
ETF
| TQQQ | 1,797,643 |
| HYG | 1,100,484 |
| EEM | 976,683 |
Large Cap
| AMZN | 1,930,327 |
| F | 1,864,644 |
| AMD | 1,850,395 |
Smid Cap
| XELA | 3,228,672 |
| ENDP | 2,520,005 |
| SWN | 1,649,789 |
Trading Information
4-days through 07/08/22
4-days through 07/08/22 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 91.7 | 78.8 | 100 | 210 | 6155 |
Smid Cap | 93.6 | 85.6 | 100 | 200 | 4308 |
ETF | 94.8 | 83.6 | 190 | 310 | 738 |
Large Cap | 88.1 | 67.3 | 90 | 120 | 686 |
ADR | 94.6 | 85.5 | 160 | 280 | 327 |
Percent Names Traded by Share Group
SMID_CAP
LARGE_CAP
ADR
OTHER
ETF