Weekly Highlights
July continues to be our best month ever for market share of total consolidated volume, averaging just over 82bps per day. This is significant because overall daily volumes have declined 16% from May and over 18% from April.
The gains we made in participant interactions during the more volatile periods of mid-to-late May and mid-June have remained because of our unique liquidity. Despite the overall volume slowdown, last week was still a top five week ever for daily count of orders displayed on our free market data feed, IQX, that were priced better than the NBBO on arrival. It was also a top 5 week for IOC hit rates.
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 | 40.4% | 28.2% |
ETF | 1443 | 46.3% | 26.7% |
LARGE CAP | 775 | 38.4% | 28.7% |
MID CAP | 1156 | 37.2% | 29.5% |
OTHER | 80 | 62.5% | 31.7% |
SMALL CAP | 3711 | 28.8% | 31.1% |
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