| Segment Breakdown | |
|---|---|
| B/D | 58.35% |
| EMM | 22.07% |
| Agency Algo/SOR | 15.95% |
| LT-PROP | 3.04% |
| S/Access | 0.31% |
| ECN/EXCH | 0.20% |
| HT: Agency | 0.09% |
| HT-Prop | 0.01% |
| At Bid/Ask | 45.37% |
| Inside NBBO excluding Midpoint | 13.93% |
| At Midpoint* | 40.72% |
| >$200K | 3.86% |
| $100K – $200K | 3.25% |
| p-Value | Microseconds |
|---|---|
| p0 | 16 |
| p25 | 21 |
| p50 | 23 |
| p75 | 32 |
| p90 | 196 |
| p95 | 313 |
| p99 | 757 |
| Large Cap | 51.36% |
| Mid Cap | 32.14% |
| Small Cap | 16.49% |
| Large Cap | 824 |
| Mid Cap | 1,133 |
| Small Cap | 1,681 |
| Open to Counterparty | 4.67% |
| Open Only to Self-Match | 95.33% |
| Contra Matched | 0.08% |
| Self-Matched | 99.92% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 82 | 66.32% |
| 500 – 999 | 633 | 10.58% |
| 1,000 – 1,999 | 1,250 | 8.74% |
| 2,000 – 4,999 | 2,860 | 6.98% |
| 5,000 – 9,999 | 6,520 | 3.37% |
| ≥ 10,000 | 19,671 | 4.02% |
| Trade Basket | Avg Trade Size | Volume |
| All | 119 | 100.00% |
| ≥ 500 | 1,254 | 33.68% |
| ≥ 1,000 | 2,276 | 23.10% |
| ≥ 2,000 | 4,544 | 14.36% |
| ≥ 5,000 | 10,247 | 7.38% |
| ≥ 10,000 | 19,671 | 4.02% |