| Segment Breakdown | |
|---|---|
| B/D | 70.70% |
| EMM | 13.98% |
| Agency Algo/SOR | 13.18% |
| LT-PROP | 1.81% |
| ECN/EXCH | 0.13% |
| HT: Agency | 0.11% |
| S/Access | 0.08% |
| HT-Prop | 0.00% |
| At Bid/Ask | 35.44% |
| Inside NBBO excluding Midpoint | 11.28% |
| At Midpoint* | 53.28% |
| >$200K | 5.28% |
| $100K – $200K | 2.21% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 15 |
| p50 | 16 |
| p75 | 18 |
| p90 | 21 |
| p95 | 24 |
| p99 | 37 |
| 1 min – 1 max | 63.11% |
| 1 min – 2 max | 26.10% |
| 5 min – 5 max | 4.80% |
| Other | 5.99% |
| Large Cap | 53.11% |
| Mid Cap | 30.40% |
| Small Cap | 16.49% |
| Large Cap | 954 |
| Mid Cap | 1,203 |
| Small Cap | 2,136 |
| Open to Counterparty | 21.88% |
| Open Only to Self-Match | 78.12% |
| Contra Matched | .03% |
| Self-Matched | 99.97% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 19 | 72.68% |
| 500 – 999 | 639 | 8.84% |
| 1,000 – 1,999 | 1,263 | 6.40% |
| 2,000 – 4,999 | 2,850 | 4.88% |
| 5,000 – 9,999 | 6,546 | 2.48% |
| ≥ 10,000 | 23,277 | 4.71% |
| Trade Basket | Avg Trade Size | Volume |
| All | 25 | 100.00% |
| ≥ 500 | 1,288 | 27.32% |
| ≥ 1,000 | 2,509 | 18.47% |
| ≥ 2,000 | 5,262 | 12.08% |
| ≥ 5,000 | 12,377 | 7.19% |
| ≥ 10,000 | 23,277 | 4.71% |