| Segment Breakdown | |
|---|---|
| B/D | 71.28% |
| EMM | 14.60% |
| Agency Algo/SOR | 11.78% |
| LT-PROP | 1.89% |
| S/Access | 0.23% |
| ECN/EXCH | 0.14% |
| HT: Agency | 0.07% |
| HT-Prop | 0.00% |
| At Bid/Ask | 25.88% |
| Inside NBBO excluding Midpoint | 10.46% |
| At Midpoint* | 63.66% |
| >$200K | 9.02% |
| $100K – $200K | 4.20% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 18 |
| p50 | 20 |
| p75 | 23 |
| p90 | 30 |
| p95 | 42 |
| p99 | 279 |
| 1 min – 2 max | 51.89% |
| 1 min – 1 max | 19.95% |
| 5 min – 5 max | 12.90% |
| 1 min – 10 max | 6.72% |
| 1 min – 5 max | 1.01% |
| Other | 7.53% |
| Large Cap | 53.88% |
| Mid Cap | 28.31% |
| Small Cap | 17.81% |
| Large Cap | 1,033 |
| Mid Cap | 1,138 |
| Small Cap | 2,441 |
| Open to Counterparty | 49.38% |
| Open Only to Self-Match | 50.62% |
| Contra Matched | 8.64% |
| Self-Matched | 91.36% |
Odd Lot percentage of ADV 22.96%
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 31 | 63.85% |
| 500 – 999 | 651 | 9.54% |
| 1,000 – 1,999 | 1,289 | 7.30% |
| 2,000 – 4,999 | 2,918 | 6.53% |
| 5,000 – 9,999 | 6,735 | 4.11% |
| ≥ 10,000 | 23,213 | 8.68% |
| Trade Basket | Avg Trade Size | Volume |
| All | 48 | 100.00% |
| ≥ 500 | 1,536 | 36.15% |
| ≥ 1,000 | 2,996 | 26.61% |
| ≥ 2,000 | 5,997 | 19.31% |
| ≥ 5,000 | 12,995 | 12.79% |
| ≥ 10,000 | 23,213 | 8.68% |