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 17 99.1% 95.4% $0.80 0.07
100 - 499 178 98.8% 95.1% $5.41 0.05
500 - 1,999 852 97.9% 92.2% $18.78 0.05
2,000 - 4,999 2,750 96.6% 90.0% $27.51 0.04