MEMX has updated the computation method for average realized spread and average effective spread as of January 2022, after this report was published.
Date Filed: January 27, 2022 Description: Amendment No. 1 to the proposed rule change to adopt Exchange Rule 11.22 to establish a Retail Midpoint Liquidity Program. Amendment No. 1 supersedes the original proposal (SR-MEMX-2021-10) in its entirety.
On Monday, February 28, 2022, MEMX plans to make the following updates to order entry validations. These updates are currently available in the MDE test facility and will be available in production during the Saturday, February 26, 2022, UAT. If a request has one or more reserve order tags set then all the required reserve order tags must […]