| Segment Breakdown | |
|---|---|
| B/D | 70.75% |
| EMM | 14.95% |
| Agency Algo/SOR | 12.24% |
| LT-PROP | 1.74% |
| ECN/EXCH | 0.14% |
| HT: Agency | 0.10% |
| S/Access | 0.08% |
| HT-Prop | 0.00% |
| At Bid/Ask | 30.34% |
| Inside NBBO excluding Midpoint | 11.00% |
| At Midpoint* | 58.65% |
| >$200K | 11.61% |
| $100K – $200K | 4.41% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 15 |
| p50 | 16 |
| p75 | 18 |
| p90 | 21 |
| p95 | 25 |
| p99 | 40 |
| 1 min – 2 max | 73.49% |
| 1 min – 1 max | 17.28% |
| 5 min – 5 max | 4.58% |
| Other | 4.65% |
| Large Cap | 55.70% |
| Mid Cap | 30.69% |
| Small Cap | 13.61% |
| Large Cap | 969 |
| Mid Cap | 1,199 |
| Small Cap | 2,043 |
| Open to Counterparty | 28.75% |
| Open Only to Self-Match | 71.25% |
| Contra Matched | 1.38% |
| Self-Matched | 98.62% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 30 | 62.01% |
| 500 – 999 | 652 | 9.33% |
| 1,000 – 1,999 | 1,307 | 7.08% |
| 2,000 – 4,999 | 2,947 | 6.97% |
| 5,000 – 9,999 | 6,795 | 4.56% |
| ≥ 10,000 | 23,042 | 10.04% |
| Trade Basket | Avg Trade Size | Volume |
| All | 48 | 100.00% |
| ≥ 500 | 1,637 | 37.99% |
| ≥ 1,000 | 3,223 | 28.66% |
| ≥ 2,000 | 6,213 | 21.58% |
| ≥ 5,000 | 13,191 | 14.60% |
| ≥ 10,000 | 23,042 | 10.04% |