Question: If I just want to buy one stock, would I expect a better price from you or from a normal venue (both empirically/in reality on the one hand, and theoretically on the other)?
On the macro front, we're focused on finding Pareto (more accurately Kaldor–Hicks) efficient outcomes missed by simpler auction formats. Imagine that a buyer expects to move the market 5bps while executing, and a seller expects the same. If agency issues prevent them from finding each other outside of OneChronos (perhaps they only have 2bps of statistical expectation) and they trade on OneChronos at the bid/mid/offer, the reader can decide if that constitutes getting a better price than other markets or not. Multiunit auctions make market impact/execution risk known pre-trade and reduce uncertainty for counterparties, potentially reducing the cost of liquidity.