Improvement
0
Spread
0.02
0.03
0.05
0.10
0.24
0.01
0.02
0.03
0.04
0.05
1
1
2
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1
Order>=50Ctx !@NBBO Nonâ€Cust
>.05, <=.10 >.10, <=.20 >.20, <=.30
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>.30,
<=.40
>.40,
<=.50
>.50
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Average
Average
Average Percent of Percent of
Total Contracts
Number of
order
contracts
Traded
Participants initiator
initiator
receives
receives
70
5
40.00%
40.00%
444
1
50.00%
50.00%
501
0.5
70.00%
47.31%
50
3
0.00%
0.00%
50
3
0.00%
0.00%
21
.