August 2020 Aggregate Data
Segment Concentration as a Percentage of ADV
Spread Execution Metrics
|Inside NBBO excluding Midpoint||9.85%|
Average Notional Block Data
|$100K - $200K||2.80%|
Conditional Order Statistics
- Median response time almost unchanged at 1.638 milliseconds
- Average firm-up rate 83%
- Median time on the book for firm-up before cancel at 1,370 milliseconds
- Conditional percentage of ADV: 4.13%
*Definition of terms and additional disclosures click here
To view our monthly Newsletter, which includes additional aggregate platform data, click here.
To view our archive Aggregate Data, click here.
For Broker Dealer Use Only - Not For Use With the Public - eBX LLC Member FINRA and SIPC