| At Bid/Ask | 28.76% |
| Inside NBBO excluding Midpoint | 10.73% |
| At Midpoint* | 60.51% |
| >$200K | 8.30% |
| $100K – $200K | 4.05% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 18 |
| p50 | 20 |
| p75 | 23 |
| p90 | 30 |
| p95 | 41 |
| p99 | 177 |
Odd Lot percentage of ADV 23.16%
| 1 min – 2 max | 43.33% |
| 1 min – 1 max | 29.08% |
| 5 min – 5 max | 11.00% |
| 1 min – 10 max | 4.79% |
| 1 min – 5 max | 3.25% |
| 10 min – 10 max | 1.10% |
| Other | 7.44% |
| Large Cap | 53.19% |
| Mid Cap | 31.21% |
| Small Cap | 15.60% |
| Large Cap | 1,067 |
| Mid Cap | 1,191 |
| Small Cap | 2,391 |
| Open to Counterparty | 42.13% |
| Open Only to Self-Match | 57.87% |
| Contra Matched | 11.81% |
| Self-Matched | 88.19% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 34 | 65.99% |
| 500 – 999 | 653 | 8.72% |
| 1,000 – 1,999 | 1,294 | 7.25% |
| 2,000 – 4,999 | 2918 | 6.53% |
| 5,000 – 9,999 | 6,753 | 3.97% |
| ≥ 10,000 | 22,584 | 7.55% |
| Trade Basket | Avg Trade Size | Volume |
| All | 50 | 100.00% |
| ≥ 500 | 1,538 | 34.01% |
| ≥ 1,000 | 2,888 | 25.30% |
| ≥ 2,000 | 5,713 | 18.05% |
| ≥ 5,000 | 12,493 | 11.52% |
| ≥ 10,000 | 22.584 | 7.55% |