Segment Breakdown | |
---|---|
B/D | 50.76% |
EMM | 24.93% |
Agency Algo/SOR | 18.80% |
LT-PROP | 4.67% |
S/Access | 0.44% |
ECN/EXCH | 0.30% |
HT: Agency | 0.10% |
HT-Prop | 0.00% |
At Bid/Ask | 49.70% |
Inside NBBO excluding Midpoint | 13.05% |
At Midpoint | 37.25% |
>$200K | 5.78% |
$100K – $200K | 3.36% |
p-Value | Microseconds |
---|---|
p0 | 16 |
p25 | 22 |
p50 | 26 |
p75 | 94 |
p90 | 359 |
p95 | 647 |
p99 | 1,522 |
Large Cap | 54.04% |
Mid Cap | 35.23% |
Small Cap | 10.73% |
Large Cap | 846 |
Mid Cap | 1,112 |
Small Cap | 800 |
Trade Basket | Avg Trade Size | Volume |
1 – 499 | 95 | 65.82% |
500 – 999 | 630 | 11.21% |
1,000 – 1,999 | 1,267 | 8.41% |
2,000 – 4,999 | 2,837 | 7.12% |
5,000 – 9,999 | 6,540 | 3.35% |
≥ 10,000 | 20,775 | 4.19% |
Trade Basket | Avg Trade Size | Volume |
All | 139 | 100.00% |
≥ 500 | 1,242 | 34.18% |
≥ 1,000 | 2,339 | 23.06% |
≥ 2,000 | 4,545 | 14.66% |
≥ 5,000 | 10,560 | 7.53% |
≥ 10,000 | 20,775 | 4.19% |
*VWAP Volume not included in Midpoint Volume Calculation
Figures may not total to 100% due to rounding
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For Broker Dealer Use Only – Not for Use With the Public – Kezar Trading Member FINRA and SIPC