| Segment Breakdown | |
|---|---|
| B/D | 68.25% |
| EMM | 15.66% |
| Agency Algo/SOR | 14.09% |
| LT-PROP | 1.67% |
| ECN/EXCH | 0.13% |
| HT: Agency | 0.13% |
| S/Access | 0.08% |
| HT-Prop | 0.00% |
| At Bid/Ask | 33.77% |
| Inside NBBO excluding Midpoint | 11.82% |
| At Midpoint* | 54.41% |
| >$200K | 7.31% |
| $100K – $200K | 3.05% |
| p-Value | Microseconds |
|---|---|
| p0 | 11 |
| p25 | 15 |
| p50 | 16 |
| p75 | 17 |
| p90 | 20 |
| p95 | 24 |
| p99 | 36 |
| 1 min – 2 max | 74.18% |
| 1 min – 1 max | 17.61% |
| 5 min – 5 max | 4.01% |
| Other | 4.20% |
| Large Cap | 56.97% |
| Mid Cap | 30.13% |
| Small Cap | 12.90% |
| Large Cap | 975 |
| Mid Cap | 1,255 |
| Small Cap | 2,134 |
| Open to Counterparty | 37.98% |
| Open Only to Self-Match | 62.02% |
| Contra Matched | 1.38% |
| Self-Matched | 98.62% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 29 | 70.40% |
| 500 – 999 | 643 | 8.63% |
| 1,000 – 1,999 | 1,279 | 6.35% |
| 2,000 – 4,999 | 2,890 | 5.21% |
| 5,000 – 9,999 | 6,669 | 3.06% |
| ≥ 10,000 | 22,769 | 6.35% |
| Trade Basket | Avg Trade Size | Volume |
| All | 41 | 100.00% |
| ≥ 500 | 1,414 | 29.60% |
| ≥ 1,000 | 2,794 | 20.97% |
| ≥ 2,000 | 5,757 | 14.61% |
| ≥ 5,000 | 12,762 | 9.41% |
| ≥ 10,000 | 22,769 | 6.35% |