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 | 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 |