| Segment Breakdown | |
|---|---|
| B/D | 59.12% |
| EMM | 22.14% |
| Agency Algo/SOR | 15.84% |
| LT-PROP | 2.37% |
| S/Access | 0.26% |
| ECN/EXCH | 0.19% |
| HT: Agency | 0.08% |
| HT-Prop | 0.00% |
| At Bid/Ask | 44.52% |
| Inside NBBO excluding Midpoint | 12.15% |
| At Midpoint* | 43.35% |
| >$200K | 4.33% |
| $100K – $200K | 2.77% |
| p-Value | Microseconds |
|---|---|
| p0 | 16 |
| p25 | 22 |
| p50 | 23 |
| p75 | 39 |
| p90 | 212 |
| p95 | 356 |
| p99 | 847 |
| Large Cap | 52.77% |
| Mid Cap | 30.67% |
| Small Cap | 16.56% |
| Large Cap | 793 |
| Mid Cap | 1,108 |
| Small Cap | 1,706 |
| Open to Counterparty | 0.06% |
| Open Only to Self-Match | 99.94% |
| Contra Matched | 0% |
| Self-Matched | 100% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 82 | 65.61% |
| 500 – 999 | 631 | 11.10% |
| 1,000 – 1,999 | 1,251 | 8.73% |
| 2,000 – 4,999 | 2,879 | 7.21% |
| 5,000 – 9,999 | 6,584 | 3.33% |
| = 10,000 | 19,189 | 4.02% |
| Trade Basket | Avg Trade Size | Volume |
| All | 121 | 100.00% |
| = 500 | 1,237 | 34.39% |
| = 1,000 | 2,284 | 23.29% |
| = 2,000 | 4,523 | 14.56% |
| = 5,000 | 10,280 | 7.35% |
| = 10,000 | 19,189 | 4.02% |
| Top 10 | 6.53% |
| Top 25% | 12.17% |
| Top 50 | 18.97% |
| Top 100 | 28.04% |
| Top 250 | 42.82% |
| Top 500 | 56.24% |
*VWAP Volume not included in Midpoint Volume Calculation
Figures may not total to 100% due to rounding
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For Broker Dealer Use Only – Not for Use With the Public – Kezar Trading Member FINRA and SIPC