| Segment Breakdown | |
|---|---|
| B/D | 66.33% |
| EMM | 17.01% |
| Agency Algo/SOR | 13.65% |
| LT-PROP | 2.65% |
| S/Access | 0.17% |
| ECN/EXCH | 0.14% |
| HT: Agency | 0.06% |
| HT-Prop | 0.00% |
| At Bid/Ask | 27.97% |
| Inside NBBO excluding Midpoint | 11.08% |
| At Midpoint* | 60.95% |
| >$200K | 8.07% |
| $100K – $200K | 3.82% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 18 |
| p50 | 19 |
| p75 | 22 |
| p90 | 28 |
| p95 | 36 |
| p99 | 111 |
| 1 min – 2 max | 50.35% |
| 1 min – 1 max | 22.57% |
| 5 min – 5 max | 9.91% |
| 1 min – 10 max | 7.84% |
| 1 min – 5 max | 1.78% |
| Other | 7.56% |
| Large Cap | 55.14% |
| Mid Cap | 27.85% |
| Small Cap | 17.01% |
| Large Cap | 1,031 |
| Mid Cap | 1,143 |
| Small Cap | 2,556 |
| Open to Counterparty | 35.85% |
| Open Only to Self-Match | 64.15% |
| Contra Matched | 11.34% |
| Self-Matched | 88.66% |
Odd Lot percentage of ADV 23.52%
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 31 | 65.83% |
| 500 – 999 | 651 | 8.83% |
| 1,000 – 1,999 | 1,287 | 7.41% |
| 2,000 – 4,999 | 2,918 | 6.62% |
| 5,000 – 9,999 | 6,737 | 4.08% |
| ≥ 10,000 | 21,921 | 7.23% |
| Trade Basket | Avg Trade Size | Volume |
| All | 47 | 100.00% |
| ≥ 500 | 1,518 | 34.17% |
| ≥ 1,000 | 2,826 | 25.34% |
| ≥ 2,000 | 5,594 | 17.93% |
| ≥ 5,000 | 12,090 | 11.30% |
| ≥ 10,000 | 21,921 | 7.23% |