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