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 | 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 |