WEEKLY HIGHLIGHTS
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We opened August with the highest hit-rates of the year across Midpoint and ASPEN.
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Notably, we also had our highest YTD hit-rates for ASPEN orders tagged for display on our free full-depth market data feed, IQX.
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Last week we set daily matched share records for ASPEN in general and displayed liquidity in particular as the platform traded over $2.6 billion per day single sided.
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Market share continues to climb to new records and has grown over 2x since January for both ASPEN and the platform overall.
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Our subscribers continue to improve their execution performance by accessing our unique liquidity. Last week our displayed orders were priced better than the NBBO around 40% of the time with savings of approximately 30% of the spread.
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Please contact the desk for more information on getting IQX. It's available directly or through Exegy, MayStreet, Redline, and ACTIV.
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DISPLAYED QUOTE STATS
5-days through 08/06/21
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Unique Names Per Day
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Displayed Orders Better Than NBBO %
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Avg Spread Improvement %
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Total
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5530
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38.6
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31.1
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ETF
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904
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48.8
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29.8
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Large Cap
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905
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34.8
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32.6
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Mid Cap
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1258
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33.5
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30.7
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Small Cap
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2422
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30.3
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30.7
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TRADING INFO
5-days through 08/06/21
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Quote Stability @ 20ms
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Quote Stability @ 500ms
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Average Trade Size
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Average Order Size
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Active Traded Names
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Total
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92.5
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83.0
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110
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380
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6,015
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Large Cap
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91.4
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78.0
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100
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190
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838
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Smid Cap
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92.8
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86.4
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100
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290
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2,994
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ADR
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94.4
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87.8
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150
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350
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365
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ETF
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96.4
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88.4
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190
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740
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636
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TOP SYMBOLS
shares matched on the week
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ADR
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EDU
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1,890,858
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TAL
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1,430,196
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VALE
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1,024,341
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ETF
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EEM
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1,164,921
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PFF
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805,875
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XLF
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663,243
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Large Cap
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AMD
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3,120,400
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ZNGA
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2,419,078
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F
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1,801,086
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Smid Cap
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SKLZ
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1,001,386
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MRO
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951,247
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NKLA
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816,594
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PERCENT NAMES TRADED BY SHARE GROUP
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Piechart groupings represent largest portions of filled orders
TRADING INFO pertains to Midpoint only
TOP SYMBOLS and PERCENT NAMES TRADED BY SHARE GROUP represent Combined books
Quote Stability measures percent of time quote remains stable after match
Matched reflects the activity of a single sided trade
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212-621-9640