| Segment Breakdown | |
|---|---|
| B/D | 59.15% |
| EMM | 22.80% |
| Agency Algo/SOR | 14.92% |
| LT-PROP | 2.58% |
| S/Access | 0.25% |
| ECN/EXCH | 0.20% |
| HT: Agency | 0.10% |
| HT-Prop | 0.00% |
| At Bid/Ask | 43.81% |
| Inside NBBO excluding Midpoint | 10.02% |
| At Midpoint* | 43.12% |
| >$200K | 4.53% |
| $100K – $200K | 3.10% |
| p-Value | Microseconds |
|---|---|
| p0 | 16 |
| p25 | 22 |
| p50 | 23 |
| p75 | 53 |
| p90 | 255 |
| p95 | 404 |
| p99 | 973 |
| Large Cap | 55.86% |
| Mid Cap | 31.02% |
| Small Cap | 13.12% |
| Large Cap | 816 |
| Mid Cap | 1,169 |
| Small Cap | 1,544 |
| Open to Counterparty | 0.09% |
| Open Only to Self-Match | 99.91% |
| Contra Matched | 0% |
| Self-Matched | 100% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 83 | 65.58% |
| 500 – 999 | 630 | 10.82% |
| 1,000 – 1,999 | 1,258 | 8.93% |
| 2,000 – 4,999 | 2,858 | 7.69% |
| 5,000 – 9,999 | 6,473 | 3.18% |
| = 10,000 | 18,451 | 3.80% |
| Trade Basket | Avg Trade Size | Volume |
| All | 122 | 100.00% |
| = 500 | 1,244 | 34.42% |
| = 1,000 | 2,250 | 23.60% |
| = 2,000 | 4,330 | 14.67% |
| = 5,000 | 10,006 | 6.98% |
| = 10,000 | 18,451 | 3.80% |
*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