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 99.2% 98.4% $0.62 0.04
100 - 499 179 99.0% 97.9% $4.71 0.04
500 - 1,999 888 98.4% 96.6% $17.05 0.04
2,000 - 4,999 2,794 96.8% 94.1% $33.25 0.04