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Client:Quality of Execution, Inc.
Market:LISTED
Branch:
Range:
Interval:
Price Improvement Map
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.



LISTED Price Improvement Map OTC | LISTED | OPRA
  Trigger NBBO VWAP
Size Bins Improvement Count Average Improvement Count Average Improvement Count Average
< 500 Shares
  12.00 4 3.0000 32.00 6 5.3333 4.8923 2 2.4462
  0.00 2 0.0000 0.00 0 0.0000 0.0000 4 0.0000
  0.00 0 0.0000 0.00 0 0.0000 0.0000 0 0.0000
Subtotal 12.00 6 2.0000 32.00 6 5.3333 4.8923 6 0.8154
500-1999 Shares
  18.00 1 18.0000 18.00 1 18.0000 7.8462 1 7.8462
  0.00 0 0.0000 0.00 2 0.0000 0.0000 2 0.0000
  -340.00 2 -170.0000 0.00 0 0.0000 0.0000 0 0.0000
Subtotal -322.00 3 -107.3333 18.00 3 6.0000 7.8462 3 2.6154
2000-4999 Shares
  20.00 1 20.0000 20.00 1 20.0000 0.0000 0 0.0000
  0.00 2 0.0000 0.00 2 0.0000 0.0000 3 0.0000
  0.00 0 0.0000 0.00 0 0.0000 0.0000 0 0.0000
Subtotal 20.00 3 6.6667 20.00 3 6.6667 0.0000 3 0.0000
5000-9999 Shares
  0.00 0 0.0000 0.00 0 0.0000 0.0000 0 0.0000
  0.00 0 0.0000 0.00 0 0.0000 0.0000 0 0.0000
  0.00 0 0.0000 0.00 0 0.0000 0.0000 0 0.0000
Subtotal 0.00 0 0.0000 0.00 0 0.0000 0.0000 0 0.0000
10,000+ Shares
  0.00 0 0.0000 0.00 0 0.0000 0.0000 0 0.0000
  0.00 0 0.0000 0.00 0 0.0000 0.0000 0 0.0000
  0.00 0 0.0000 0.00 0 0.0000 0.0000 0 0.0000
Subtotal 0.00 0 0.0000 0.00 0 0.0000 0.0000 0 0.0000
Total -290.00 12 -24.1667 70.00 12 5.8333 12.7385 12 1.0615
 
info@qualityofexecution.com | Trade Sentry Execution Quality Summary 6/9/2004 (0:41) | www.qualityofexecution.com