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 19 99.2% 98.3% $0.65 0.03
100 - 499 183 98.9% 97.9% $4.21 0.03
500 - 1,999 873 98.4% 96.8% $14.32 0.03
2,000 - 4,999 2,831 97.2% 94.7% $26.89 0.03