|
Order Size Range (Shares) |
Average Order Size (Shares) |
Shares Executed at Current Market Quote or Better (%) |
Price Improvement (%) |
Average Savings Per Order ($) |
| 1 - 99 | 25 | 99.6% | 95.9% | $0.59 |
| 100 - 499 | 185 | 99.4% | 97.3% | $3.37 |
| 500-1,999 | 832 | 98.2% | 96.1% | $11.15 |
| 2,000-4,999 | 2,811 | 95.6% | 92.6% | $20.80 |
96.1% Orders are often filled at prices better than the National Best Bid and Offer (NBBO).
