Cross Window Configured at Zero Seconds - 100 Percent BMG - No Orders at or Better than Price Level

The following diagram shows the RFC process configured for optimal efficiency. With the Cross window set from '0 - 0' seconds and the BMG equal to 100%, the Cross order is executed instantaneously for a total fill. In this example, since each phase of the Cross Window is configured to '0' seconds, market participants do not have the opportunity to submit quotes or orders against it. Since there are no existing orders at the Cross price level, the Cross matches with itself immediately at 100% quantity.