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WEEKLY HIGHLIGHTS

  • We opened August with the highest hit-rates of the year across Midpoint and ASPEN.
  • Notably, we also had our highest YTD hit-rates for ASPEN orders tagged for display on our free full-depth market data feed, IQX.
  • 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.
  • Market share continues to climb to new records and has grown over 2x since January for both ASPEN and the platform overall.
  • 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.
  • Please contact the desk for more information on getting IQX. It's available directly or through Exegy, MayStreet, Redline, and ACTIV.

DISPLAYED QUOTE STATS

5-days through 08/06/21


Unique Names Per Day Displayed Orders Better Than NBBO % Avg Spread Improvement %
Total 5530 38.6 31.1
ETF 904 48.8 29.8
Large Cap 905 34.8 32.6
Mid Cap 1258 33.5 30.7
Small Cap 2422 30.3 30.7

TRADING INFO

5-days through 08/06/21


Quote Stability @ 20ms Quote Stability @ 500ms Average Trade Size Average Order Size Active Traded Names
Total 92.5 83.0 110 380 6,015
Large Cap 91.4 78.0 100 190 838
Smid Cap 92.8 86.4 100 290 2,994
ADR 94.4 87.8 150 350 365
ETF 96.4 88.4 190 740 636

TOP SYMBOLS

shares matched on the week





ADR
EDU 1,890,858
TAL 1,430,196
VALE 1,024,341
ETF
EEM 1,164,921
PFF 805,875
XLF 663,243
Large Cap
AMD 3,120,400
ZNGA 2,419,078
F 1,801,086
Smid Cap
SKLZ 1,001,386
MRO 951,247
NKLA 816,594


PERCENT NAMES TRADED BY SHARE GROUP


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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Any information provided has been prepared from sources believed to be reliable but is not guaranteed, does not represent all available data necessary for making investment decisions and is for informational purposes only. The information provided is not to be construed as an offer or the solicitation to sell or buy the securities or services mentioned.