June 2021 Monthly Aggregate Trading Data
Segment Concentration as a Percentage of ADV
Spread Execution Metrics
|Inside NBBO excluding Midpoint||10.77%|
Average Notional Block Data
|$100K - $200K||3.08%|
Conditional Order Statistics
- Median response time 1.796 milliseconds
- Average firm-up rate 81.59%
- Median time on the book for firm-up before cancel at 433 milliseconds
- Conditional percentage of ADV 5.85%
Odd Lot Statistics
*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