| Segment Breakdown | |
|---|---|
| B/D | 67.51% |
| EMM | 16.71% |
| Agency Algo/SOR | 13.59% |
| LT-PROP | 1.80% |
| S/Access | 0.17% |
| ECN/EXCH | 0.12% |
| HT: Agency | 0.10% |
| HT-Prop | 0.00% |
| At Bid/Ask | 29.66% |
| Inside NBBO excluding Midpoint | 11.51% |
| At Midpoint* | 58.83% |
| >$200K | 11.63% |
| $100K – $200K | 4.10% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 16 |
| p50 | 17 |
| p75 | 19 |
| p90 | 23 |
| p95 | 29 |
| p99 | 69 |
| 1 min – 2 max | 73.08% |
| 1 min – 1 max | 10.49% |
| 5 min – 5 max | 9.24% |
| Other | 7.19% |
| Large Cap | 59.04% |
| Mid Cap | 27.54% |
| Small Cap | 13.42% |
| Large Cap | 1,004 |
| Mid Cap | 1,164 |
| Small Cap | 2,146 |
| Open to Counterparty | 25.78% |
| Open Only to Self-Match | 74.22% |
| Contra Matched | 4.15% |
| Self-Matched | 95.85% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 33 | 62.88% |
| 500 – 999 | 646 | 8.85% |
| 1,000 – 1,999 | 1,286 | 7.19% |
| 2,000 – 4,999 | 2,917 | 6.73% |
| 5,000 – 9,999 | 6,708 | 4.35% |
| ≥ 10,000 | 23,378 | 9.99% |
| Trade Basket | Avg Trade Size | Volume |
| All | 51 | 100.00% |
| ≥ 500 | 1,637 | 37.12% |
| ≥ 1,000 | 3,149 | 28.26% |
| ≥ 2,000 | 6,227 | 21.07% |
| ≥ 5,000 | 13,326 | 14.34% |
| ≥ 10,000 | 23,378 | 9.99% |