| Segment Breakdown | |
|---|---|
| B/D | 67.72% |
| EMM | 17.55% |
| Agency Algo/SOR | 12.24% |
| LT-PROP | 2.17% |
| ECN/EXCH | 0.12% |
| HT: Agency | 0.10% |
| S/Access | 0.09% |
| HT-Prop | 0.00% |
| At Bid/Ask | 37.22% |
| Inside NBBO excluding Midpoint | 11.20% |
| At Midpoint* | 51.58% |
| >$200K | 5.41% |
| $100K – $200K | 2.69% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 15 |
| p50 | 16 |
| p75 | 18 |
| p90 | 21 |
| p95 | 24 |
| p99 | 37 |
| 1 min – 1 max | 97.71% |
| 5 min – 5 max | 2.60% |
| Other | 2.70% |
| Large Cap | 54.25% |
| Mid Cap | 29.78% |
| Small Cap | 15.95% |
| Large Cap | 1,008 |
| Mid Cap | 1,198 |
| Small Cap | 2,169 |
| Open to Counterparty | 25.56% |
| Open Only to Self-Match | 74.44% |
| Contra Matched | .24% |
| Self-Matched | 99.76% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 21 | 73.14% |
| 500 – 999 | 637 | 8.82% |
| 1,000 – 1,999 | 1,269 | 6.32% |
| 2,000 – 4,999 | 2,841 | 4.65% |
| 5,000 – 9,999 | 6,525 | 2.49% |
| ≥ 10,000 | 22,663 | 4.58% |
| Trade Basket | Avg Trade Size | Volume |
| All | 29 | 100.00% |
| ≥ 500 | 1,276 | 26.86% |
| ≥ 1,000 | 2,506 | 18.04% |
| ≥ 2,000 | 5,279 | 11.72% |
| ≥ 5,000 | 12,105 | 7.07% |
| ≥ 10,000 | 22,663 | 4.58% |