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 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