| Segment Breakdown | |
|---|---|
| B/D | 60.54% |
| EMM | 23.41% |
| Agency Algo/SOR | 13.48% |
| LT-PROP | 2.13% |
| ECN/EXCH | 0.18% |
| S/Access | 0.16% |
| HT: Agency | 0.10% |
| HT-Prop | 0.00% |
| At Bid/Ask | 43.04% |
| Inside NBBO excluding Midpoint | 12.00% |
| At Midpoint* | 44.97% |
3.04
| >$200K | 2.65% |
| $100K – $200K | 1.82% |
| p-Value | Microseconds |
|---|---|
| p0 | 16 |
| p25 | 21 |
| p50 | 23 |
| p75 | 28 |
| p90 | 200 |
| p95 | 346 |
| p99 | 823 |
| Large Cap | 55.26% |
| Mid Cap | 31.02% |
| Small Cap | 13.72% |
| Large Cap | 805 |
| Mid Cap | 1,098 |
| Small Cap | 1,795 |
| Open to Counterparty | 18.16% |
| Open Only to Self-Match | 81.84% |
| Contra Matched | 4.59% |
| Self-Matched | 95.41% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 53 | 71.48% |
| 500 – 999 | 635 | 9.68% |
| 1,000 – 1,999 | 1,257 | 7.25% |
| 2,000 – 4,999 | 2,843 | 5.70% |
| 5,000 – 9,999 | 6,455 | 2.67% |
| ≥ 10,000 | 20,235 | 3.23% |
| Trade Basket | Avg Trade Size | Volume |
| All | 73 | 100.00% |
| ≥ 500 | 1,209 | 28.52% |
| ≥ 1,000 | 2,259 | 18.84% |
| ≥ 2,000 | 4,500 | 11.60% |
| ≥ 5,000 | 10,296 | 5.90% |
| ≥ 10,000 | 20,235 | 3.23% |