| At Bid/Ask | 30.65% |
| Inside NBBO excluding Midpoint | 11.10% |
| At Midpoint* | 58.25% |
| >$200K | 9.07% |
| $100K – $200K | 4.16% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 20 |
| p50 | 22 |
| p75 | 25 |
| p90 | 30 |
| p95 | 37 |
| p99 | 124 |
Odd Lot percentage of ADV 25.54%
| 1 min – 2 max | 49.07% |
| 1 min – 1 max | 20.71% |
| 5 min – 5 max | 14.94% |
| 1 min – 5 max | 10.63% |
| Other | 4.66% |
| Large Cap | 58.53% |
| Mid Cap | 28.37% |
| Small Cap | 13.09% |
| Large Cap | 1,142 |
| Mid Cap | 1,303 |
| Small Cap | 2,628 |
| Open to Counterparty | 42.79% |
| Open Only to Self-Match | 57.21% |
| Contra Matched | 9.21% |
| Self-Matched | 90.79% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 27 | 64.63% |
| 500 – 999 | 653 | 9.36% |
| 1,000 – 1,999 | 1,299 | 7.64% |
| 2,000 – 4,999 | 2,910 | 56.68% |
| 5,000 – 9,999 | 6,706 | 4.02% |
| ≥ 10,000 | 22,728 | 7.67% |
| Trade Basket | Avg Trade Size | Volume |
| All | 41 | 100.00% |
| ≥ 500 | 1,509 | 35.37% |
| ≥ 1,000 | 2,853 | 26.01% |
| ≥ 2,000 | 5,684 | 18.37% |
| ≥ 5,000 | 12.475 | 11.69% |
| ≥ 10,000 | 22,728 | 7.67% |