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 16 99.3% 96.3% $0.62 0.07
100 - 499 179 99.1% 95.8% $4.71 0.05
500 - 1,999 838 98.2% 92.4% $15.00 0.05
2,000 - 4,999 2,872 97.5% 90.1% $21.54 0.07