| Segment Breakdown | |
|---|---|
| B/D | 60.20% |
| EMM | 21.98% |
| Agency Algo/SOR | 14.50% |
| LT-PROP | 2.71% |
| S/Access | 0.34% |
| ECN/EXCH | 0.15% |
| HT: Agency | 0.11% |
| HT-Prop | 0.00% |
| At Bid/Ask | 44.34% |
| Inside NBBO excluding Midpoint | 13.72% |
| At Midpoint* | 41.96% |
| >$200K | 3.78% |
| $100K – $200K | 2.82% |
| p-Value | Microseconds |
|---|---|
| p0 | 16 |
| p25 | 21 |
| p50 | 23 |
| p75 | 26 |
| p90 | 119 |
| p95 | 297 |
| p99 | 846 |
| Large Cap | 52.65% |
| Mid Cap | 33.03% |
| Small Cap | 14.32% |
| Large Cap | 801 |
| Mid Cap | 1,108 |
| Small Cap | 1,716 |
| Open to Counterparty | 2.92% |
| Open Only to Self-Match | 97.08% |
| Contra Matched | 0.05% |
| Self-Matched | 99.95% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 79 | 69.81% |
| 500 – 999 | 630 | 10.32% |
| 1,000 – 1,999 | 1,258 | 7.98% |
| 2,000 – 4,999 | 2,842 | 6.16% |
| 5,000 – 9,999 | 6,539 | 2.82% |
| ≥ 10,000 | 19,549 | 2.91% |
| Trade Basket | Avg Trade Size | Volume |
| All | 110 | 100.00% |
| ≥ 500 | 1,185 | 30.19% |
| ≥ 1,000 | 2,185 | 19.87% |
| ≥ 2,000 | 4,327 | 11.89% |
| ≥ 5,000 | 9,876 | 5.73% |
| ≥ 10,000 | 19,549 | 2.91% |