| Segment Breakdown | |
|---|---|
| B/D | 60.42% |
| EMM | 22.60% |
| Agency Algo/SOR | 14.44% |
| LT-PROP | 2.08% |
| S/Access | 0.19% |
| ECN/EXCH | 0.17% |
| HT: Agency | 0.10% |
| HT-Prop | 0.00% |
| At Bid/Ask | 45.90% |
| Inside NBBO excluding Midpoint | 11.68% |
| At Midpoint* | 42.44% |
| >$200K | 3.48% |
| $100K – $200K | 2.39% |
| p-Value | Microseconds |
|---|---|
| p0 | 16 |
| p25 | 21 |
| p50 | 23 |
| p75 | 25 |
| p90 | 82 |
| p95 | 258 |
| p99 | 658 |
| Large Cap | 52.91% |
| Mid Cap | 30.75% |
| Small Cap | 16.34% |
| Large Cap | 842 |
| Mid Cap | 1,119 |
| Small Cap | 1,902 |
| Open to Counterparty | 5.05% |
| Open Only to Self-Match | 94.95% |
| Contra Matched | 0.03% |
| Self-Matched | 99.97% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 62 | 70.53% |
| 500 – 999 | 634 | 9.89% |
| 1,000 – 1,999 | 1,246 | 7.74% |
| 2,000 – 4,999 | 2,840 | 5.81% |
| 5,000 – 9,999 | 6,382 | 2.65% |
| ≥ 10,000 | 21,350 | 3.38% |
| Trade Basket | Avg Trade Size | Volume |
| All | 86 | 100.00% |
| ≥ 500 | 1,206 | 29.47% |
| ≥ 1,000 | 2,216 | 19.58% |
| ≥ 2,000 | 4,520 | 11.84% |
| ≥ 5,000 | 10,057 | 6.03% |
| ≥ 10,000 | 21,350 | 3.38% |