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 17 99.3% 97.9% $0.76 0.04
100 - 499 177 99.1% 97.1% $5.52 0.04
500 - 1,999 868 98.5% 93.9% $17.19 0.04
2,000 - 4,999 2,884 97.8% 91.9% $25.96 0.04