Price Improvement Statistics
Values are for completed orders only

 


Price Improvement Values in brackets are averages
Size Bins Versus
Trigger
 Versus
NBBO
 Total Trigger
Improvement
 Total NBBO
Improvement
less than 300 46 114 330.70 [7.19] 374.50 [3.29]
300-599 41 73 581.50 [14.18] 586.50 [8.03]
600-999 14 16 383.53 [27.40] 276.23 [17.26]
1000-1999 10 17 497.00 [49.70] 523.00 [30.76]
2000 plus 4 3 295.00 [73.75] 220.00 [73.33]
Totals 115 223 2087.73 [18.15] 1980.23 [8.88]


No Change Values in brackets are averages
Size Bins Versus
Trigger
 Versus
NBBO
 Total Trigger
Improvement
 Total NBBO
Improvement
less than 300 23 60 0.00 [0.00] 0.00 [0.00]
300-599 56 64 0.00 [0.00] 0.00 [0.00]
600-999 6 19 0.00 [0.00] 0.00 [0.00]
1000-1999 3 10 0.00 [0.00] 0.00 [0.00]
2000 plus 8 2 0.00 [0.00] 0.00 [0.00]
Totals 96 155 0.00 [0.00] 0.00 [0.00]


Price Deterioration Values in brackets are averages
Size Bins Versus
Trigger
 Versus
NBBO
 Total Trigger
Improvement
 Total NBBO
Improvement
less than 300 134 29 -1518.80 [-11.33] -54.60 [-1.88]
300-599 70 30 -2006.00 [-28.66] -307.00 [-10.23]
600-999 21 6 -1124.30 [-53.54] -79.00 [-13.17]
1000-1999 21 7 -1795.00 [-85.48] -307.00 [-43.86]
2000 plus 14 21 -2823.00 [-201.64] -3619.00 [-172.33]
Totals 260 93 -9267.10 [-35.64] -4366.60 [-46.95]


Total Price Improvement-7179.37 [-15.24]
Total NBBO Price Improvement-2386.37 [-5.07]
Total Executions471
info@qualityofexecution.com | Exception prepared by AHROM Beta.89304 on Fri Apr 05 16:00:01 2002 | www.qualityofexecution.com