| Segment Breakdown | |
|---|---|
| B/D | 58.55% |
| EMM | 21.08% |
| Agency Algo/SOR | 16.72% |
| LT-PROP | 3.04% |
| S/Access | 0.30% |
| ECN/EXCH | 0.23% |
| HT: Agency | 0.09% |
| HT-Prop | 0.00% |
| At Bid/Ask | 42.58% |
| Inside NBBO excluding Midpoint | 11.89% |
| At Midpoint* | 45.56% |
| >$200K | 4.78% |
| $100K – $200K | 3.03% |
| p-Value | Microseconds |
|---|---|
| p0 | 16 |
| p25 | 22 |
| p50 | 23 |
| p75 | 31 |
| p90 | 177 |
| p95 | 318 |
| p99 | 772 |
| Large Cap | 57.98% |
| Mid Cap | 29.85% |
| Small Cap | 12.17% |
| Large Cap | 835 |
| Mid Cap | 1,145 |
| Small Cap | 1,454 |
| Open to Counterparty | 7.56% |
| Open Only to Self-Match | 92.44% |
| Contra Matched | .32% |
| Self-Matched | 99.68% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 84 | 63.17% |
| 500 – 999 | 632 | 10.44% |
| 1,000 – 1,999 | 1,248 | 8.82% |
| 2,000 – 4,999 | 2,878 | 7.64% |
| 5,000 – 9,999 | 6,710 | 4.32% |
| = 10,000 | 19,696 | 5.61% |
| Trade Basket | Avg Trade Size | Volume |
| All | 129 | 100.00% |
| = 500 | 1,356 | 36.83% |
| = 1,000 | 2,479 | 26.39% |
| = 2,000 | 4,905 | 17.57% |
| = 5,000 | 10,693 | 9.94% |
| = 10,000 | 19,696 | 5.61% |