| Segment Breakdown | |
|---|---|
| B/D | 66.63% |
| EMM | 18.98% |
| Agency Algo/SOR | 11.67% |
| LT-PROP | 2.23% |
| S/Access | 0.25% |
| ECN/EXCH | 0.16% |
| HT: Agency | 0.08% |
| HT-Prop | 0.00% |
| At Bid/Ask | 26.50% |
| Inside NBBO excluding Midpoint | 13.25 |
| At Midpoint* | 60.25% |
| >$200K | 8.70% |
| $100K – $200K | 3.94% |
| p-Value | Microseconds |
|---|---|
| p0 | 12 |
| p25 | 18 |
| p50 | 20 |
| p75 | 24 |
| p90 | 35 |
| p95 | 84 |
| p99 | 703 |
| 1 min – 2 max | 62.23% |
| 1 min – 1 max | 16.25% |
| 5 min – 5 max | 12.63% |
| Other | 8.89% |
| Large Cap | 56.73% |
| Mid Cap | 27.38% |
| Small Cap | 15.88% |
| Large Cap | 986 |
| Mid Cap | 1,131 |
| Small Cap | 2,489 |
| Open to Counterparty | 30.53% |
| Open Only to Self-Match | 69.47% |
| Contra Matched | 6.13% |
| Self-Matched | 93.87% |
| Trade Basket | Avg Trade Size | Volume |
| 1 – 499 | 39 | 63.73% |
| 500 – 999 | 655 | 10.04% |
| 1,000 – 1,999 | 1,291 | 7.24% |
| 2,000 – 4,999 | 2,932 | 6.55% |
| 5,000 – 9,999 | 6,693 | 3.95% |
| ≥ 10,000 | 23,098 | 8.49% |
| Trade Basket | Avg Trade Size | Volume |
| All | 60 | 100.00% |
| ≥ 500 | 1,504 | 36.27% |
| ≥ 1,000 | 2,980 | 26.23% |
| ≥ 2,000 | 5,950 | 18.99% |
| ≥ 5,000 | 12,989 | 12.44% |
| ≥ 10,000 | 23,098 | 8.49% |