Price
Improvement
__._%
Orders are often filled at prices better than the National Best Bid and Offer (NBBO).
Average Savings
Per Order
$_.__
True cost savings result from better execution prices.
Average
Execution Speed2
_.__ sec
Marketable orders receive fast execution.
| Order Size Range (Shares) | Average Order Size (Shares) | Shares Executed at Current Market Quote or Better (%) | Price Improvement (%) | Average Savings Per Order ($) | Average Execution Speed (Seconds) |
|---|---|---|---|---|---|
| 1 - 99 | 16 | 98.9% | 97.8% | $1.11 | 0.04 |
| 100 - 499 | 177 | 98.7% | 97.6% | $8.25 | 0.04 |
| 500 - 1,999 | 865 | 98.3% | 96.6% | $27.68 | 0.04 |
| 2,000 - 4,999 | 2,668 | 97.1% | 95.0% | $43.22 | 0.05 |