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WEEKLY HIGHLIGHTS

  • We were ranked our YTD best 6th for NMS Tier 1 and 8th for NMS Tier 2 stocks in the latest FINRA ATS weekly statistics for total traded shares (https://otctransparency.finra.org/otctransparency/AtsData).
  • Last week, we saw the largest contribution of ASPEN^3 matched shares to total platform liquidity ever. This was driven specifically by interactions with orders that were tagged for display on our 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 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 08/27/21


Unique Names Per Day Displayed Orders Better Than NBBO % Avg Spread Improvement %
Total 5558 36.1 32.1
ETF 920 45.2 29.8
Large Cap 918 34.1 33.9
Mid Cap 1280 31.6 32.2
Small Cap 2412 28.6 31.4

TRADING INFO

5-days through 08/27/21


Quote Stability @ 20ms Quote Stability @ 500ms Average Trade Size Average Order Size Active Traded Names
Total 92.5 83.9 110 370 6,059
Large Cap 91.6 79.4 90 190 825
Smid Cap 92.7 86.9 100 310 3,030
ETF 96.7 89.7 220 690 599
ADR 93.6 86.1 150 320 355

TOP SYMBOLS

shares matched on the week





ADR
EDU 1,971,286
TAL 898,874
VALE 844,926
ETF
XLF 1,579,064
XLE 756,965
FXI 672,556
Large Cap
F 1,838,770
AMC 1,360,783
PFE 1,212,126
Smid Cap
COTY 681,183
ZNGA 675,977
M 633,440


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.