Description
Improvement
Spread
Average
Average
Average
Percent of Percent of
>.30,
>.40,
Total Contracts
Number of
0
0.01
0.02
0.03
0.04
0.05
>.05, <=.10 >.10, <=.20 >.20, <=.30
>.50
order
contracts
<=.40
<=.50
Traded
Participants initiator
initiator
receives
receives
0.80 1 †††††††††††500
1
95.80%
95.80%
Order>=50Ctx !@NBBO Nonâ€Cust
21
.
