Description
Improvement
Spread
Average
Average
Average Percent of Percent of
>.30,
>.40,
Total Contracts
0
0.01
0.02
0.03
0.04
0.05
>.05, <=.10 >.10, <=.20 >.20, <=.30
>.50
Number of
order
contracts
<=.40
<=.50
Traded
Participants initiator
initiator
receives
receives
0.02 1 †††††††††††126
2
88.89%
88.89%
Order>=50Ctx !@NBBO Nonâ€Cust
21
.
