| Segment Breakdown | |
|---|---|
| B/D | 58.88% |
| Agency Algo/SOR | 15.98% |
| EMM | 22.24% |
| LT-PROP | 2.25% |
| S/Access | 0.34% |
| ECN/EXCH | 0.23% |
| HT: Agency | 0.09% |
| HT-Prop | 0.00% |
| At Bid/Ask | 44.08% |
| Inside NBBO excluding Midpoint | 13.93% |
| At Midpoint* | 42.03% |
| >$200K | 4.25% |
| $100K – $200K | 2.91% |
| p-Value | Microseconds |
|---|---|
| p0 | 16 |
| p25 | 21 |
| p50 | 23 |
| p75 | 32 |
| p90 | 177 |
| p95 | 313 |
| p99 | 768 |
| Large Cap | 54.26% |
| Mid Cap | 31.58% |
| Small Cap | 14.15% |
| Large Cap | 821 |
| Mid Cap | 1,141 |
| Small Cap | 1,522 |
| Open to Counterparty | 6.25% |
| Open Only to Self-Match | 93.75% |
| Contra Matched | .13% |
| Self-Matched | 99.87% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 82 | 67.41% |
| 500 – 999 | 631 | 10.53% |
| 1,000 – 1,999 | 1,242 | 8.27% |
| 2,000 – 4,999 | 2,848 | 6.86% |
| 5,000 – 9,999 | 6,560 | 3.15% |
| ≥ 10,000 | 19,739 | 3.78% |
| Trade Basket | Avg Trade Size | Volume |
| All | 118 | 100.00% |
| ≥ 500 | 1,233 | 32.59% |
| ≥ 1,000 | 2,265 | 22.06% |
| ≥ 2,000 | 4,476 | 13.79% |
| ≥ 5,000 | 10,313 | 6.93% |
| ≥ 10,000 | 19,739 | 3.78% |