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 | 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 |