| Segment Breakdown | |
|---|---|
| B/D | 62.46% |
| EMM | 21.11% |
| Agency Algo/SOR | 13.34% |
| LT-PROP | 2.62% |
| S/Access | 0.23% |
| ECN/EXCH | 0.16% |
| HT: Agency | 0.09% |
| HT-Prop | 0.00% |
| At Bid/Ask | 48.14% |
| Inside NBBO excluding Midpoint | 12.63% |
| At Midpoint* | 39.23% |
| >$200K | 4.07% |
| $100K – $200K | 2.81% |
| p-Value | Microseconds |
|---|---|
| p0 | 16 |
| p25 | 21 |
| p50 | 23 |
| p75 | 25 |
| p90 | 46 |
| p95 | 148 |
| p99 | 510 |
| Large Cap | 57.86% |
| Mid Cap | 29.39% |
| Small Cap | 12.75% |
| Large Cap | 872 |
| Mid Cap | 1,140 |
| Small Cap | 1,789 |
| Open to Counterparty | 0.34% |
| Open Only to Self-Match | 99.66% |
| Contra Matched | 0.003% |
| Self-Matched | 99.997% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 72 | 69.79% |
| 500 – 999 | 631 | 10.16% |
| 1,000 – 1,999 | 1,258 | 7.84% |
| 2,000 – 4,999 | 2,860 | 6.16% |
| 5,000 – 9,999 | 6,484 | 2.70% |
| ≥ 10,000 | 19,063 | 3.34% |
| Trade Basket | Avg Trade Size | Volume |
| All | 100 | 100.00% |
| ≥ 500 | 1,205 | 30.21% |
| ≥ 1,000 | 2,233 | 20.05% |
| ≥ 2,000 | 4,445 | 12.21% |
| ≥ 5,000 | 10,221 | 6.04% |
| ≥ 10,000 | 19,063 | 3.34% |