| At Bid/Ask | 29.02% |
| Inside NBBO excluding Midpoint | 13.22% |
| At Midpoint* | 57.76% |
| >$200K | 8.02% |
| $100K – $200K | 3.91% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 19 |
| p50 | 21 |
| p75 | 25 |
| p90 | 32 |
| p95 | 44 |
| p99 | 254 |
Odd Lot percentage of ADV 24.22%
| 1 min – 2 max | 43.21% |
| 1 min – 1 max | 23.85% |
| 5 min – 5 max | 18.37% |
| 1 min – 5 max | 9.35% |
| Other | 5.23% |
| Large Cap | 58.74% |
| Mid Cap | 28.04% |
| Small Cap | 13.21% |
| Large Cap | 1,141 |
| Mid Cap | 1,251 |
| Small Cap | 2,463 |
| Open to Counterparty | 40.45% |
| Open Only to Self-Match | 59.55% |
| Contra Matched | 9.58% |
| Self-Matched | 90.42% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 30 | 66.44% |
| 500 – 999 | 656 | 9.08% |
| 1,000 – 1,999 | 1,291 | 7.46% |
| 2,000 – 4,999 | 2,926 | 6.28% |
| 5,000 – 9,999 | 6,714 | 3.49% |
| ≥ 10,000 | 23,110 | 7.25% |
| Trade Basket | Avg Trade Size | Volume |
| All | 45 | 100.00% |
| ≥ 500 | 1,485 | 34.23% |
| ≥ 1,000 | 2,795 | 24.75% |
| ≥ 2,000 | 5,710 | 17.11% |
| ≥ 5,000 | 12,883 | 10.47% |
| ≥ 10,000 | 23,110 | 7.25% |