Weekly Highlights
Summer has been a season of firsts for IntelligentCross. For the first time, we closed out the quarter (Q2) as the fourth-ranked ATS in volume traded, according to the Bloomberg Intelligence Market Structure Dashboard.
We’re also registering our highest-ever average daily market-share of the TCV, at just over 86bps. And, this is the first month ever where we are consistently above 1% of continuous ex-auction volume.
August is also IntelligentCross’ third-best month ever for daily volumes matched across the platform, and our second-best month for matching both block and demi-block volumes (starting at 2000 shares or $100k). This is happening even as overall daily volumes are down 22% since the last full week of June.
Please contact the desk for more information on our weekly data or to connect to our free market data feed, IQX – it's available directly or through Exegy, MayStreet, Redline, and ACTIV.
Displayed Quote Stats
5-days through 08/12/22
Unique Names Per Day | Displayed Order Better Than NBBO % | Avg Spread Improvement % | |
|---|---|---|---|
Total | 7336 | 37.7% | 29.4% |
ETF | 1411 | 45.0% | 28.2% |
LARGE CAP | 823 | 35.1% | 29.9% |
MID CAP | 1213 | 33.4% | 30.5% |
OTHER | 104 | 39.5% | 33.3% |
SMALL CAP | 3786 | 27.2% | 32.0% |
Top Symbols
ADR
| ITUB | 2,445,028 |
| PBR | 2,395,785 |
| BBD | 1,942,547 |
ETF
| TQQQ | 1,801,351 |
| XLF | 1,663,150 |
| SPY | 1,026,451 |
Large Cap
| PLTR | 2,508,179 |
| AMC | 2,372,775 |
| BAC | 2,183,869 |
Smid Cap
| DNA | 3,239,448 |
| NVTA | 2,932,115 |
| TTOO | 2,851,472 |
Trading Information
5-days through 08/12/22
5-days through 08/12/22 | Quote Stability @ 20ms | Quote Stability @ 500ms | Average Trade Size | Average Order Size | Active Traded Names |
|---|---|---|---|---|---|
Total | 92.5 | 81.3 | 100 | 230 | 6318 |
Smid Cap | 93.6 | 86.3 | 100 | 240 | 4382 |
Large Cap | 90.3 | 73.1 | 90 | 130 | 750 |
ETF | 94.8 | 82.7 | 180 | 320 | 720 |
ADR | 95.6 | 88.4 | 150 | 280 | 353 |
Percent Names Traded by Share Group
SMID_CAP
LARGE_CAP
ADR
OTHER
ETF