March 2021 Aggregate Data
Segment Concentration as a Percentage of ADV
Spread Execution Metrics
|Inside NBBO excluding Midpoint||13.47%|
Average Notional Block Data
|$100K - $200K||3.09%|
Conditional Order Statistics
- Median response time almost unchanged at 1.759 milliseconds
- Average firm-up rate 80.04%
- Median time on the book for firm-up before cancel at 809 milliseconds
- Conditional percentage of ADV 5.04%
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