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WEEKLY HIGHLIGHTS

  • Imperative Execution and IntelligentCross ATS joined others this past weekend, on the 20th anniversary of 9/11, in reflecting on that tragic day, remembering and celebrating the colleagues, friends and others we lost, and acknowledging those that continue to dedicate their lives to courageously protect us.
  • Last week was our best week ever for ASPEN^3 daily matched shares and a top 5 week for overall daily volumes since inception.
  • Although holiday shortened, last week was also a top 5 week for market share vs. the total consolidated volume.
  • Value continues to come from orders that were tagged for display on our free market data feed, IQX. On average, these displayed orders were priced better than the NBBO 36% of the time on arrival for a spread savings of 31%.
  • Please contact the desk for more information on getting IQX - it's available directly or through Exegy, MayStreet, Redline, and ACTIV.

DISPLAYED QUOTE STATS

4-days through 09/10/21


Unique Names Per Day Displayed Orders Better Than NBBO % Avg Spread Improvement %
Total 5795 36.0 31.4
ETF 938 42.9 29.2
Large Cap 914 34.1 33.1
Mid Cap 1304 31.1 32.2
Small Cap 2601 26.9 31.8

TRADING INFO

4-days through 09/10/21


Quote Stability @ 20ms Quote Stability @ 500ms Average Trade Size Average Order Size Active Traded Names
Total 92.7 83.4 100 360 5,920
Large Cap 91.5 78.2 90 190 813
Smid Cap 93.0 86.8 100 310 3,027
ADR 94.6 87.6 140 350 360
ETF 96.7 88.7 170 590 575

TOP SYMBOLS

shares matched on the week





ADR
PBR 1,316,131
EDU 849,407
TAL 761,407
ETF
EEM 866,514
XLF 862,732
FXI 555,114
Large Cap
BAC 1,119,489
PLTR 1,013,540
F 997,423
Smid Cap
ZNGA 1,570,749
KDMN 1,465,694
BBIG 1,065,841


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.