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WEEKLY HIGHLIGHTS

  • Last week was the third week in a row where we set a record for ASPEN^3 daily matched shares and a top 5 week for overall daily volumes since inception.
  • Last week also was our best week ever for daily notional traded, and despite a generally declining VIX, the best week for IOC hit-rates.
  • 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 43% of the time on arrival for a spread savings of 30%.
  • 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 09/24/21


Unique Names Per Day Displayed Orders Better Than NBBO % Avg Spread Improvement %
Total 5935 43.3 29.9
ETF 961 53.4 28.7
Large Cap 918 34.3 32.0
Mid Cap 1319 32.2 30.8
Small Cap 2675 27.0 31.3

TRADING INFO

5-days through 09/24/21


Quote Stability @ 20ms Quote Stability @ 500ms Average Trade Size Average Order Size Active Traded Names
Total 92.0 81.8 100 340 6,201
Large Cap 90.8 76.2 90 180 834
Smid Cap 92.3 85.6 90 300 3,057
ETF 96.1 86.8 190 520 656
ADR 95.0 88.6 140 330 367

TOP SYMBOLS

shares matched on the week





ADR
VALE 2,287,770
ITUB 1,041,519
EDU 1,026,448
ETF
XLF 1,980,566
FXI 1,131,370
EEM 1,023,124
Large Cap
F 1,696,696
UBER 1,683,733
BAC 1,573,992
Smid Cap
RWLK 940,180
ZNGA 799,441
AUY 759,584


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.