February 2020 Aggregate Data
Segment Concentration as a Percentage of ADV
|
Segment Breakdown |
|---|
|
B/D |
52.71% |
|
Agency Algo/SOR |
20.09% |
|
EMM |
18.46% |
|
LT-PROP |
7.91% |
|
S/Access |
0.58% |
|
ECN/EXCH |
0.21% |
|
HT Agency |
0.02% |
|
HT-PROP |
0.02% |
Spread Execution Metrics
|
At Bid/Ask |
45.20% |
|
Inside NBBO excluding Midpoint |
9.70% |
|
At Midpoint |
45.10% |
Average Notional Block Data
| >$200K |
5.31% |
|
$100K - $200K |
3.75% |
Conditional Order Statistics
- Median response time almost unchanged at 2.183 milliseconds
- Median time on the book for firm-up before cancel at 1,117 milliseconds
- Conditional percentage of ADV: 2.63%
Platform Latency
|
p-Value |
Microseconds |
|---|
|
p0 |
16 |
|
p25 |
21 |
|
p50 |
23 |
|
p75 | 31 |
|
p90 | 111 |
|
p95 |
313 |
|
p99 |
687 |
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
