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Client:Quality of Execution, Inc.
Market:OTC
Branch:
Range:
Interval:
Execution Quality Summary
Data is real-time and does not account for unknown data at time of analysis.
ie. If a valid trigger price is unavailable at time of analysis, the NBBO price is used instead.



Order Information
Total Orders:23
Total Executions:45
Total Cancellations:7
Price Improvement Information
Trigger Improvement:110.0000
NBBO Improvement:113.0000
VWAP Improvement:395.5128
Liquidity Information
Total Liquidity Enhanced Executions:6
Percentage Liquidity Enhanced:13.3%
Total Liquidity Enhanced Shares:5,300
Volume Information
Total Order Volume:33,100
Total Executed Volume:19,400
Total Cancelled Volume:10,200
Order Side
Buy Orders:12
Sell Orders:11
Short Orders:0
Correction Information
Total Executions Corrected:0
Total Shares Corrected:0
Total Adjusted Corrected Value:0.00
Average Information
Avg. Order Size: [ market rank ]1,439.13
Avg. Execution Size:431.11
Avg. Cancellation Size:1,457.14
Order Type
Limit Orders:23
Market Orders:0
 
Covered Securities
Total Securities Covered:11
 
 
Review Exceptions | OTC | LISTED | OPRA | Price Improvement Map
Total Shares Traded
1IPIX5,000
2SYNC4,000
3DYTK4,000
4BSTE2,000
5IMOS1,000
6MCHP1,000
7SNDK1,000
8SOHU1,000
9SUNW400
10HGIC0
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Total Value Traded
1BSTE80,160.0000
2IPIX38,077.0000
3MCHP29,500.0000
4SNDK23,420.0000
5SOHU22,800.0000
6SYNC10,280.0000
7IMOS8,430.0000
8DYTK3,906.0000
9SUNW1,748.0000
10HGIC0.0000
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Total Executions
1SYNC15
2BSTE6
3IMOS6
4DYTK5
5IPIX5
6MCHP4
7SUNW2
8SNDK1
9SOHU1
10HGIC0
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NBBO Price Improvement
1IPIX51.0000
2MCHP18.0000
3IMOS14.0000
4BSTE10.0000
5SNDK10.0000
6SOHU10.0000
7DYTK0.0000
8SUNW0.0000
9SYNC0.0000
10--
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Weighted NBBO Improvement
1MCHP0.018000
2IMOS0.014000
3IPIX0.010200
4SNDK0.010000
5SOHU0.010000
6BSTE0.005000
7DYTK0.000000
8SUNW0.000000
9SYNC0.000000
10--
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Avg. NBBO Effective Spread
1IPIX-0.010000
2MCHP-0.010000
3SOHU-0.010000
4IMOS-0.008333
5BSTE-0.003333
6SNDK0.000000
7SUNW0.000000
8DYTK0.002000
9SYNC0.010000
10--
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Trigger Price Improvement
1IPIX51.0000
2MCHP15.0000
3IMOS14.0000
4BSTE10.0000
5SNDK10.0000
6SOHU10.0000
7DYTK0.0000
8SUNW0.0000
9SYNC0.0000
10--
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Weighted Trigger Improvement
1MCHP0.015000
2IMOS0.014000
3IPIX0.010200
4SNDK0.010000
5SOHU0.010000
6BSTE0.005000
7DYTK0.000000
8SUNW0.000000
9SYNC0.000000
10--
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Avg. Trigger Effective Spread
1IPIX-0.010000
2SOHU-0.010000
3IMOS-0.008333
4MCHP-0.007500
5BSTE-0.003333
6SNDK0.000000
7SUNW0.000000
8DYTK0.008000
9SYNC0.010000
10--
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VWAP Price Improvement
1SOHU368.1110
2IPIX26.7739
3MCHP0.4791
4SUNW0.1488
5BSTE0.0000
6DYTK0.0000
7IMOS0.0000
8SNDK0.0000
9SYNC0.0000
10--
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Weighted VWAP Improvement
1SOHU0.368111
2IPIX0.005355
3MCHP0.000479
4SUNW0.000372
5BSTE0.000000
6DYTK0.000000
7IMOS0.000000
8SNDK0.000000
9SYNC0.000000
10--
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Liquidity Enhanced Executions
1BSTE3
2IPIX3
3--
4--
5--
6--
7--
8--
9--
10--
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Liquidity Enhancement
1IPIX4,400
2BSTE900
3--
4--
5--
6--
7--
8--
9--
10--
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Share Weighted Execution Time
1SYNC8.95
2BSTE10.95
3SNDK13.00
4MCHP36.70
5IPIX57.72
6SUNW82.50
7DYTK161.12
8IMOS225.40
9SOHU13,325.00
10--
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Cancelled Orders
1IMOS3
2IPIX2
3DYTK1
4MCHP1
5--
6--
7--
8--
9--
10--
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Share Cancelled
1IPIX5,900
2IMOS2,500
3DYTK1,300
4MCHP500
5--
6--
7--
8--
9--
10--
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Corrected Executions
1--
2--
3--
4--
5--
6--
7--
8--
9--
10--
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Share Corrected
1--
2--
3--
4--
5--
6--
7--
8--
9--
10--
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Adjusted Corrected Value
1--
2--
3--
4--
5--
6--
7--
8--
9--
10--
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Realized Spread Improvement
1SOHU100.0000
2IMOS17.0000
3SNDK10.0000
4BSTE0.0000
5DYTK0.0000
6SUNW0.0000
7SYNC0.0000
8MCHP-30.0000
9IPIX-30,901.0000
10--
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info@qualityofexecution.com | Trade Sentry Execution Quality Summary 6/9/2004 (0:15) | www.qualityofexecution.com