| Segment Breakdown | |
|---|---|
| B/D | 63.98% |
| EMM | 19.41% |
| Agency Algo/SOR | 13.36% |
| LT-PROP | 2.43% |
| HT: Agency | 0.57% |
| ECN/EXCH | 0.16% |
| S/Access | 0.09% |
| HT-Prop | 0.00% |
| At Bid/Ask | 43.19% |
| Inside NBBO excluding Midpoint | 9.46% |
| At Midpoint* | 47.35% |
| >$200K | 5.53% |
| $100K – $200K | 2.52% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 20 |
| p50 | 21 |
| p75 | 22 |
| p90 | 26 |
| p95 | 31 |
| p99 | 47 |
| 1 min – 1 max | 73.80% |
| 5 min – 5 max | 6.72% |
| 5 min – 60 max | 1.48% |
| 59 min – 60 max | 0.91% |
| Other | 17.09% |
| Large Cap | 57.48% |
| Mid Cap | 27.39% |
| Small Cap | 15.13% |
| Large Cap | 891 |
| Mid Cap | 1,136 |
| Small Cap | 1,799 |
| Open to Counterparty | 40.76% |
| Open Only to Self-Match | 59.24% |
| Contra Matched | 5.65% |
| Self-Matched | 94.35% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 48 | 67.14% |
| 500 – 999 | 637 | 9.16% |
| 1,000 – 1,999 | 1,241 | 7.58% |
| 2,000 – 4,999 | 2,878 | 5.91% |
| 5,000 – 9,999 | 6,630 | 3.47% |
| ≥ 10,000 | 22.721 | 6.74% |
| Trade Basket | Avg Trade Size | Volume |
| All | 71 | 100.00% |
| ≥ 500 | 1,407 | 32.86% |
| ≥ 1,000 | 2,638 | 23.70% |
| ≥ 2,000 | 5,611 | 16.11% |
| ≥ 5,000 | 12,457 | 10.21% |
| ≥ 10,000 | 22,721 | 6.74% |