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 98.8% 94.8% $0.89 0.08
100 - 499 179 98.7% 94.8% $5.08 0.13
500 - 1,999 850 98.0% 92.6% $13.94 0.08
2,000 - 4,999 2,678 96.6% 90.3% $24.37 0.06