May 2021 Monthly Aggregate Trading Data
Segment Concentration as a Percentage of ADV
Spread Execution Metrics
|Inside NBBO excluding Midpoint||10.51%|
Average Notional Block Data
|$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
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