| Segment Breakdown | |
|---|---|
| B/D | 59.40% |
| EMM | 21.83% |
| Agency Algo/SOR | 15.18% |
| LT-PROP | 2.96% |
| S/Access | 0.31% |
| ECN/EXCH | 0.25% |
| HT: Agency | 0.08% |
| HT-Prop | 0.00% |
| At Bid/Ask | 43.12% |
| Inside NBBO excluding Midpoint | 10.98% |
| At Midpoint* | 45.92% |
| >$200K | 4.59% |
| $100K – $200K | 3.25% |
| p-Value | Microseconds |
|---|---|
| p0 | 16 |
| p25 | 22 |
| p50 | 24 |
| p75 | 66 |
| p90 | 260 |
| p95 | 409 |
| p99 | 1,056 |
| Large Cap | 49.89% |
| Mid Cap | 30.55% |
| Small Cap | 19.55% |
| Large Cap | 772 |
| Mid Cap | 1,104 |
| Small Cap | 1,875 |
| Open to Counterparty | 0.05% |
| Open Only to Self-Match | 99.95% |
| Contra Matched | 0% |
| Self-Matched | 100% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 81 | 62.28% |
| 500 – 999 | 632 | 11.23% |
| 1,000 – 1,999 | 1,264 | 9.15% |
| 2,000 – 4,999 | 2,829 | 7.55% |
| 5,000 – 9,999 | 6,413 | 3.23% |
| ≥ 10,000 | 19,649 | 3.56% |
| Trade Basket | Avg Trade Size | Volume |
| All | 120 | 100.00% |
| ≥ 500 | 1,224 | 34.72% |
| ≥ 1,000 | 2,217 | 23.48% |
| ≥ 2,000 | 4,276 | 14.34% |
| ≥ 5,000 | 9,913 | 6.79% |
| ≥ 10,000 | 19,649 | 3.56% |
*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