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 | 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 |