| Segment Breakdown | |
|---|---|
| B/D | 68.78% |
| EMM | 16.24% |
| Agency Algo/SOR | 12.97% |
| LT-PROP | 1.59% |
| S/Access | 0.22% |
| ECN/EXCH | 0.12% |
| HT: Agency | 0.09% |
| HT-Prop | 0.00% |
| At Bid/Ask | 27.00% |
| Inside NBBO excluding Midpoint | 12.04 |
| At Midpoint* | 60.96% |
| >$200K | 11.26% |
| $100K – $200K | 4.18% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 16 |
| p50 | 17 |
| p75 | 19 |
| p90 | 24 |
| p95 | 31 |
| p99 | 99 |
| 1 min – 2 max | 69.84% |
| 1 min – 1 max | 12.74% |
| 5 min – 5 max | 10.97% |
| Other | 6.45% |
| Large Cap | 56.09% |
| Mid Cap | 29.50% |
| Small Cap | 14.42% |
| Large Cap | 987 |
| Mid Cap | 1,148 |
| Small Cap | 2,361 |
| Open to Counterparty | 25.12% |
| Open Only to Self-Match | 74.88% |
| Contra Matched | 5.61% |
| Self-Matched | 94.39% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 32 | 63.15% |
| 500 – 999 | 649 | 8.79% |
| 1,000 – 1,999 | 1,290 | 7.07% |
| 2,000 – 4,999 | 2,915 | 6.83% |
| 5,000 – 9,999 | 6,722 | 4.28% |
| ≥ 10,000 | 23,323 | 9.87% |
| Trade Basket | Avg Trade Size | Volume |
| All | 50 | 100.00% |
| ≥ 500 | 1,643 | 36.85% |
| ≥ 1,000 | 3,157 | 28.06% |
| ≥ 2,000 | 6,164 | 20.99% |
| ≥ 5,000 | 13,351 | 14.16% |
| ≥ 10,000 | 23,323 | 9.87% |