It is difficult to get an accurate picture of institutional activity in the markets. The traditional methods for getting a sense of institutional activity, such as surveys or calling people on the phone, are slow and can be inaccurate. AbleMarkets IAI uses publicly available microstructure data to provide a 30-minute average of institutional participation in each of the U.S. traded securities. This index is derived using the latest research on microstructure and Big Data, so you can trust that it is accurate and up-to-date
The top five U.S. equities by Institutional Buy flows on 20220811 were: NSTG, JBGS, G, CNA, and SBH.
The top five U.S. equities by Institutional Sell flows on 20220811 were: BAH, FWONK, IIPR, TPTX, and LESL.
This chart shows distribution of institutional flows for SPY: % buyers in green and % sellers in red. The proportions of the institutional flows are estimated as a % of the total volume traded in SPY on 20220811. As the chart shows, most recently there is more mass on the buyers side of institutional flows than on the sellers side. However, the history of institutional flows and their relative proportion over time also matters. The 20-day trendline shows the slope of 0.8%. This implies that the trend has been neutral.
The top five U.S. equities by Institutional Buy flows on 20220810 were: SLGN, LILAK, VIAV, KALV, and WSC.
The top five U.S. equities by Institutional Sell flows on 20220810 were: GBIO, INBX, OLMA, RGP, and CADE.
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