S&P 500 Stocks
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 18 99.3% 98.8% $0.58 0.03
100 - 499 183 99.0% 98.2% $4.08 0.08
500 - 1,999 864 98.2% 96.6% $13.74 0.06
2,000 - 4,999 2,917 97.4% 95.0% $26.25 0.03