| Segment Breakdown | |
|---|---|
| B/D | 71.03% |
| EMM | 15.35% |
| Agency Algo/SOR | 11.53% |
| LT-PROP | 1.56% |
| S/Access | 0.32% |
| ECN/EXCH | 0.13% |
| HT: Agency | 0.07% |
| HT-Prop | 0.00% |
| At Bid/Ask | 25.10% |
| Inside NBBO excluding Midpoint | 10.80 |
| At Midpoint* | 64.10% |
| >$200K | 11.13% |
| $100K – $200K | 4.54% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 17 |
| p50 | 19 |
| p75 | 22 |
| p90 | 29 |
| p95 | 44 |
| p99 | 291 |
| 1 min – 2 max | 63.12% |
| 1 min – 1 max | 18.24% |
| 5 min – 5 max | 11.68% |
| Other | 6.96% |
| Large Cap | 55.26% |
| Mid Cap | 29.57% |
| Small Cap | 15.17% |
| Large Cap | 987 |
| Mid Cap | 1,159 |
| Small Cap | 2,438 |
| Open to Counterparty | 27.21% |
| Open Only to Self-Match | 72.79% |
| Contra Matched | 7.17% |
| Self-Matched | 92.83% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 33 | 61.91% |
| 500 – 999 | 650 | 9.01% |
| 1,000 – 1,999 | 1,297 | 7.25% |
| 2,000 – 4,999 | 2,950 | 7.01% |
| 5,000 – 9,999 | 6,725 | 4.54% |
| ≥ 10,000 | 23,187 | 10.28% |
| Trade Basket | Avg Trade Size | Volume |
| All | 53 | 100.00% |
| ≥ 500 | 1,660 | 38.09% |
| ≥ 1,000 | 3,201 | 29.08% |
| ≥ 2,000 | 6,246 | 21.83% |
| ≥ 5,000 | 13,245 | 14.82% |
| ≥ 10,000 | 23,187 | 10.28% |