| At Bid/Ask | 32.62% |
| Inside NBBO excluding Midpoint | 11.45% |
| At Midpoint* | 55.94% |
| >$200K | 6.33% |
| $100K – $200K | 3.70% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 18 |
| p50 | 19 |
| p75 | 23 |
| p90 | 31 |
| p95 | 43 |
| p99 | 298 |
Odd Lot percentage of ADV 21.69%
| 1 min – 2 max | 45..26% |
| 1 min – 1 max | 25.23% |
| 5 min – 5 max | 12.62% |
| 1 min – 5 max | 11.60% |
| Other | 5.30% |
| Large Cap | 56.16% |
| Mid Cap | 29.35% |
| Small Cap | 14.50% |
| Large Cap | 1,066 |
| Mid Cap | 1,250 |
| Small Cap | 2,700 |
| Open to Counterparty | 47.50% |
| Open Only to Self-Match | 52.50% |
| Contra Matched | 12.15% |
| Self-Matched | 87.50% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 33 | 64.62% |
| 500 – 999 | 638 | 10.45% |
| 1,000 – 1,999 | 1,280 | 8.03% |
| 2,000 – 4,999 | 2,885 | 6.78% |
| 5,000 – 9,999 | 6,634 | 3.67% |
| ≥ 10,000 | 21,042 | 6.45% |
| Trade Basket | Avg Trade Size | Volume |
| All | 50 | 100.00% |
| ≥ 500 | 1,368 | 35.38% |
| ≥ 1,000 | 2,629 | 24.93% |
| ≥ 2,000 | 5,267 | 16.90% |
| ≥ 5,000 | 11,770 | 10.13% |
| ≥ 10,000 | 21,042 | 6.45% |