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 99.1% 98.6% $0.66 0.03
100 - 499 184 98.4% 97.8% $4.91 0.03
500 - 1,999 877 97.3% 96.2% $17.19 0.03
2,000 - 4,999 3,006 96.4% 94.5% $32.16 0.03