| Segment Breakdown | |
|---|---|
| B/D | 62.76% |
| EMM | 20.85% |
| Agency Algo/SOR | 13.63% |
| LT-PROP | 2.39% |
| ECN/EXCH | 0.15% |
| HT: Agency | 0.12% |
| S/Access | 0.10% |
| HT-Prop | 0.00% |
| At Bid/Ask | 40.04% |
| Inside NBBO excluding Midpoint | 11.46% |
| At Midpoint* | 48.50% |
| >$200K | 5.59% |
| $100K – $200K | 2.84% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 15 |
| p50 | 16 |
| p75 | 17 |
| p90 | 20 |
| p95 | 23 |
| p99 | 34 |
| 1 min – 1 max | 69.65% |
| 5 min – 5 max | 8.56% |
| 1 min – 2 max | 1.69% |
| 5 min – 60 max | 1.48% |
| 1 min – 5 max | 1.18% |
| Other | 17.44% |
| Large Cap | 58.99% |
| Mid Cap | 29.04% |
| Small Cap | 11.97% |
| Large Cap | 901 |
| Mid Cap | 1,119 |
| Small Cap | 1,661 |
| Open to Counterparty | 18.46% |
| Open Only to Self-Match | 81.54% |
| Contra Matched | 3.06% |
| Self-Matched | 96.94% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 48 | 70.60% |
| 500 – 999 | 629 | 9.56% |
| 1,000 – 1,999 | 1,268 | 6.66% |
| 2,000 – 4,999 | 2,843 | 5.27% |
| 5,000 – 9,999 | 6,600 | 2.83% |
| ≥ 10,000 | 22,368 | 5.08% |
| Trade Basket | Avg Trade Size | Volume |
| All | 67 | 100.00% |
| ≥ 500 | 1,281 | 29.40% |
| ≥ 1,000 | 2,556 | 19.84% |
| ≥ 2,000 | 5,252 | 13.18% |
| ≥ 5,000 | 12,062 | 7.91% |
| ≥ 10,000 | 22,368 | 5.08% |