May 2021 Monthly Aggregate Trading Data

Segment Concentration as a Percentage of ADV

Segment Breakdown
B/D	51.83%
EMM	20.59%
Agency Algo/SOR	20.55%
LT-PROP	6.50%
S/Access	0.34%
ECN/EXCH	0.18%
HT-PROP	0.01%
HT: Agency	0.00%

Spread Execution Metrics

At Bid/Ask	48.00%
Inside NBBO excluding Midpoint	10.51%
At Midpoint	41.49%

Average Notional Block Data

>$200K	5.38%
$100K - $200K	3.13%

Conditional Order Statistics

Median response time almost unchanged at 1.808 milliseconds

Average firm-up rate 82.75%

Median time on the book for firm-up before cancel at 506 milliseconds

Conditional percentage of ADV 5.64%

Odd Lot Statistics

Odd Lot percentage of ADV 1.67%

Platform Latency

p-Value	Microseconds
p0	16
p25	22
p50	23
p75	32
p90	104
p95	256
p99	957

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