| At Bid/Ask | 30.93% |
| Inside NBBO excluding Midpoint | 11.90% |
| At Midpoint* | 57.16% |
| >$200K | 6.68% |
| $100K – $200K | 3.52% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 19 |
| p50 | 22 |
| p75 | 26 |
| p90 | 37 |
| p95 | 65 |
| p99 | 455 |
Odd Lot percentage of ADV 24.59%
| 1 min – 2 max | 50.28% |
| 1 min – 1 max | 25.98% |
| 5 min – 5 max | 11.09% |
| 1 min – 5 max | 7.57% |
| Other | 5.07% |
| Large Cap | 55.62% |
| Mid Cap | 27.99% |
| Small Cap | 16.39% |
| Large Cap | 1,077 |
| Mid Cap | 1,210 |
| Small Cap | 2,524 |
| Open to Counterparty | 49.50% |
| Open Only to Self-Match | 50.50% |
| Contra Matched | 9.06% |
| Self-Matched | 90.94% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 33 | 67.43% |
| 500 – 999 | 655 | 9.08% |
| 1,000 – 1,999 | 1,288 | 7.36% |
| 2,000 – 4,999 | 2,904 | 6.34% |
| 5,000 – 9,999 | 6,627 | 3.56% |
| ≥ 10,000 | 21,638 | 6.22% |
| Trade Basket | Avg Trade Size | Volume |
| All | 48 | 100.00% |
| ≥ 500 | 1,442 | 32.57% |
| ≥ 1,000 | 2,693 | 23.49% |
| ≥ 2,000 | 5,362 | 16.12% |
| ≥ 5,000 | 11,860 | 9.79% |
| ≥ 10,000 | 21,638 | 6.22% |