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WEEKLY HIGHLIGHTS

  • Welcome back from the last long weekend of the summer.
  • We closed the summer with August as our highest market share month ever vs total consolidated volume.
  • Market share gains were driven by our highest hit-rates ever, and the largest contribution of ASPEN^3 to overall platform liquidity.
  • Last week, we saw the largest contribution of orders that were tagged for display on our market data feed, IQX, to matched shares. On average, these displayed orders were priced better than the NBBO 35% of the time on arrival for a spread savings of 32%.
  • Please contact the desk for more information on getting IQX, our free market-data feed. It's available directly or through Exegy, MayStreet, Redline, and ACTIV.

DISPLAYED QUOTE STATS

5-days through 09/03/21


Unique Names Per Day Displayed Orders Better Than NBBO % Avg Spread Improvement %
Total 5736 35.2 31.9
ETF 917 44.1 29.0
Large Cap 926 33.8 33.9
Mid Cap 1308 31.1 32.1
Small Cap 2545 27.3 31.8

TRADING INFO

5-days through 09/03/21


Quote Stability @ 20ms Quote Stability @ 500ms Average Trade Size Average Order Size Active Traded Names
Total 92.4 83.6 100 340 5,943
Large Cap 91.5 79.2 90 180 818
Smid Cap 92.8 86.7 100 280 3,033
ADR 93.6 86.6 150 330 359
ETF 95.7 87.2 210 650 575

TOP SYMBOLS

shares matched on the week





ADR
EDU 1,005,758
VALE 704,096
TAL 642,161
ETF
XLF 825,086
QQQ 643,125
EFA 584,815
Large Cap
BAC 3,186,864
WFC 1,305,717
AMC 887,270
Smid Cap
BBIG 1,813,772
CHPT 1,048,175
GSAT 1,008,090


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.