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.
Unique Names Per Day
Displayed Order Better Than NBBO %
Avg Spread Improvement %
5-days through 08/12/22
Quote Stability @ 20ms
Quote Stability @ 500ms
Average Trade Size
Average Order Size
Active Traded Names