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

29%

38%

ETF

1411

28%

45%

LARGE CAP

823

30%

35%

MID CAP

1213

30%

33%

OTHER

104

33%

40%

SMALL CAP

3786

32%

27%

Top Symbols

shares matched on the week

ADR

ITUB2,445,028
PBR2,395,785
BBD1,942,547

ETF

TQQQ1,801,351
XLF1,663,150
SPY1,026,451

Large Cap

PLTR2,508,179
AMC2,372,775
BAC2,183,869

Smid Cap

DNA3,239,448
NVTA2,932,115
TTOO2,851,472

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 47.7%LARGE_CAP 37.2%ADR 6.7%ETF 4.3%OTHER 4.2%

SMID_CAP

LARGE_CAP

ADR

ETF

OTHER