| Segment Breakdown | |
|---|---|
| B/D | 62.89% |
| EMM | 21.74% |
| Agency Algo/SOR | 12.91% |
| LT-PROP | 2.12% |
| ECN/EXCH | 0.15% |
| S/Access | 0.10% |
| HT: Agency | 0.09% |
| HT-Prop | 0.00% |
| At Bid/Ask | 40.79% |
| Inside NBBO excluding Midpoint | 9.81% |
| At Midpoint* | 49.40% |
| >$200K | 6.15% |
| $100K – $200K | 2.80% |
| p-Value | Microseconds |
|---|---|
| p0 | 11 |
| p25 | 15 |
| p50 | 16 |
| p75 | 17 |
| p90 | 20 |
| p95 | 23 |
| p99 | 36 |
| 1 min – 1 max | 71.12% |
| 5 min – 5 max | 8.35% |
| 5 min – 60 max | 1.63% |
| 59 min – 60 max | 0.86% |
| Other | 18.04% |
| Large Cap | 58.81% |
| Mid Cap | 28.18% |
| Small Cap | 13.01% |
| Large Cap | 878 |
| Mid Cap | 1,112 |
| Small Cap | 1,718 |
| Open to Counterparty | 24.60% |
| Open Only to Self-Match | 75.40% |
| Contra Matched | 6.64% |
| Self-Matched | 93.36% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 48 | 69.66% |
| 500 – 999 | 632 | 9.46% |
| 1,000 – 1,999 | 1,247 | 7.17% |
| 2,000 – 4,999 | 2,855 | 5.48% |
| 5,000 – 9,999 | 6,570 | 2.85% |
| ≥ 10,000 | 22,714 | 5.38% |
| Trade Basket | Avg Trade Size | Volume |
| All | 68 | 100.00% |
| ≥ 500 | 1,301 | 30.34% |
| ≥ 1,000 | 2,503 | 20.87% |
| ≥ 2,000 | 5,293 | 13.70% |
| ≥ 5,000 | 12,271 | 8.23% |
| ≥ 10,000 | 22,714 | 5.38% |