Standard Queries
Query Type Order Size Order Type Market Date
Type: Market Orders Size Bin: Any Size
Securities79
Orders347
Shares1411652
Avg. Order Size4067
Avg. Order Duration1m 04s
Avg. Order Liquidity Enhancement1147.438
Avg. Order Effective Spread0.627
Avg. Order NBBO Effective Spread0.625
Type: Marketable Limit Orders Size Bin: Any Size
Securities155
Orders417
Shares663120
Avg. Order Size1277
Avg. Order Duration2m 30s
Avg. Order Liquidity Enhancement274.295
Avg. Order Effective Spread0.147
Avg. Order NBBO Effective Spread-0.054
Type: Inside-the-Quote Limit Orders Size Bin: Any Size
Securities92
Orders198
Shares243503
Avg. Order Size890
Avg. Order Duration7m 28s
Avg. Order Liquidity Enhancement106.364
Avg. Order Effective Spread-0.000
Avg. Order NBBO Effective Spread0.002
Type: At-the-Quote Limit Orders Size Bin: Any Size
Securities108
Orders284
Shares377820
Avg. Order Size807
Avg. Order Duration11m 26s
Avg. Order Liquidity Enhancement106.796
Avg. Order Effective Spread-0.001
Avg. Order NBBO Effective Spread-0.002
Type: Near-the-Quote Limit Orders Size Bin: Any Size
Securities88
Orders283
Shares382347
Avg. Order Size529
Avg. Order Duration14m 30s
Avg. Order Liquidity Enhancement127.435
Avg. Order Effective Spread0.002
Avg. Order NBBO Effective Spread0.001
Type: Outside-the-Quote Limit Orders Size Bin: Any Size
Securities50
Orders100
Shares111968
Avg. Order Size261
Avg. Order Duration51m 01s
Avg. Order Liquidity Enhancement94.000
Avg. Order Effective Spread-0.012
Avg. Order NBBO Effective Spread-0.013
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