April 2021 Aggregate Data
Segment Concentration as a Percentage of ADV
Spread Execution Metrics
|Inside NBBO excluding Midpoint||11.25%|
Average Notional Block Data
|$100K - $200K||3.31%|
Conditional Order Statistics
- Median response time almost unchanged at 1.751 milliseconds
- Average firm-up rate 82.77%
- Median time on the book for firm-up before cancel at 440 milliseconds
- Conditional percentage of ADV 4.88%
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