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 18 99.3% 95.7% $0.82 0.05
100 - 499 180 99.2% 95.8% $4.95 0.05
500 - 1,999 852 98.7% 93.7% $14.48 0.08
2,000 - 4,999 2,672 97.8% 91.8% $25.12 0.05