| Segment Breakdown | |
|---|---|
| B/D | 69.96% |
| EMM | 15.23% |
| Agency Algo/SOR | 12.33% |
| LT-PROP | 2.12% |
| S/Access | 0.15% |
| ECN/EXCH | 0.14% |
| HT: Agency | 0.06% |
| HT-Prop | 0.00% |
| At Bid/Ask | 25.66% |
| Inside NBBO excluding Midpoint | 9.59% |
| At Midpoint* | 64.75% |
| >$200K | 9.05% |
| $100K – $200K | 4.17% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 18 |
| p50 | 19 |
| p75 | 23 |
| p90 | 29 |
| p95 | 39 |
| p99 | 197 |
| 1 min – 2 max | 51.09% |
| 1 min – 1 max | 21.88% |
| 5 min – 5 max | 11.23% |
| 1 min – 10 max | 7.70% |
| 1 min – 5 max | 1.27% |
| Other | 6.84% |
| Large Cap | 54.64% |
| Mid Cap | 27.81% |
| Small Cap | 17.56% |
| Large Cap | 1,032 |
| Mid Cap | 1,145 |
| Small Cap | 2,514 |
| Open to Counterparty | 39.12% |
| Open Only to Self-Match | 60.88% |
| Contra Matched | 10.30% |
| Self-Matched | 89.70% |
Odd Lot percentage of ADV 23.95%
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 29 | 64.31% |
| 500 – 999 | 652 | 8.95% |
| 1,000 – 1,999 | 1,295 | 7.33% |
| 2,000 – 4,999 | 2,936 | 6.95% |
| 5,000 – 9,999 | 6,725 | 4.39% |
| ≥ 10,000 | 22,003 | 8.07% |
| Trade Basket | Avg Trade Size | Volume |
| All | 44 | 100.00% |
| ≥ 500 | 1,568 | 36.69% |
| ≥ 1,000 | 2,955 | 26.74% |
| ≥ 2,000 | 5,733 | 19.41% |
| ≥ 5,000 | 12,226 | 12.46% |
| ≥ 10,000 | 22.003 | 8.07% |