| Segment Breakdown | |
|---|---|
| B/D | 50.76% |
| EMM | 24.93% |
| Agency Algo/SOR | 18.80% |
| LT-PROP | 4.67% |
| S/Access | 0.44% |
| ECN/EXCH | 0.30% |
| HT: Agency | 0.10% |
| HT-Prop | 0.00% |
| At Bid/Ask | 49.70% |
| Inside NBBO excluding Midpoint | 13.05% |
| At Midpoint | 37.25% |
| >$200K | 5.78% |
| $100K – $200K | 3.36% |
| p-Value | Microseconds |
|---|---|
| p0 | 16 |
| p25 | 22 |
| p50 | 26 |
| p75 | 94 |
| p90 | 359 |
| p95 | 647 |
| p99 | 1,522 |
| Large Cap | 54.04% |
| Mid Cap | 35.23% |
| Small Cap | 10.73% |
| Large Cap | 846 |
| Mid Cap | 1,112 |
| Small Cap | 800 |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 95 | 65.82% |
| 500 – 999 | 630 | 11.21% |
| 1,000 – 1,999 | 1,267 | 8.41% |
| 2,000 – 4,999 | 2,837 | 7.12% |
| 5,000 – 9,999 | 6,540 | 3.35% |
| ≥ 10,000 | 20,775 | 4.19% |
| Trade Basket | Avg Trade Size | Volume |
| All | 139 | 100.00% |
| ≥ 500 | 1,242 | 34.18% |
| ≥ 1,000 | 2,339 | 23.06% |
| ≥ 2,000 | 4,545 | 14.66% |
| ≥ 5,000 | 10,560 | 7.53% |
| ≥ 10,000 | 20,775 | 4.19% |
*VWAP Volume not included in Midpoint Volume Calculation
Figures may not total to 100% due to rounding
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For Broker Dealer Use Only – Not for Use With the Public – Kezar Trading Member FINRA and SIPC