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 | 99.0% | 98.0% | $1.03 | 0.05 |
| 100 - 499 | 177 | 98.8% | 97.6% | $7.29 | 0.06 |
| 500 - 1,999 | 883 | 98.3% | 96.3% | $24.46 | 0.03 |
| 2,000 - 4,999 | 2,747 | 97.1% | 94.4% | $49.45 | 0.03 |