| Segment Breakdown | |
|---|---|
| B/D | 61.11% |
| EMM | 22.36% |
| Agency Algo/SOR | 13.69% |
| LT-PROP | 2.38% |
| S/Access | 0.18% |
| ECN/EXCH | 0.15% |
| HT: Agency | 0.12% |
| HT-Prop | 0.00% |
| At Bid/Ask | 44.48% |
| Inside NBBO excluding Midpoint | 14.23% |
| At Midpoint* | 41.31% |
| >$200K | 3.63% |
| $100K – $200K | 2.75% |
| p-Value | Microseconds |
|---|---|
| p0 | 16 |
| p25 | 21 |
| p50 | 23 |
| p75 | 25 |
| p90 | 81 |
| p95 | 258 |
| p99 | 755 |
| Large Cap | 51.21% |
| Mid Cap | 31.66% |
| Small Cap | 17.13% |
| Large Cap | 871 |
| Mid Cap | 1,134 |
| Small Cap | 1,940 |
| Open to Counterparty | 0.06% |
| Open Only to Self-Match | 99.04% |
| Contra Matched | 0.00% |
| Self-Matched | 100% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 75 | 70.18% |
| 500 – 999 | 630 | 10.15% |
| 1,000 – 1,999 | 1,256 | 7.74% |
| 2,000 – 4,999 | 2,845 | 5.85% |
| 5,000 – 9,999 | 6,460 | 2.80% |
| ≥ 10,000 | 19,076 | 3.28% |
| Trade Basket | Avg Trade Size | Volume |
| All | 104 | 100.00% |
| ≥ 500 | 1,196 | 29.82% |
| ≥ 1,000 | 2,230 | 19.67% |
| ≥ 2,000 | 4,583 | 11.93% |
| ≥ 5,000 | 10,041 | 6.08% |
| ≥ 10,000 | 19,076 | 3.28% |