Click here to log out Click here to configure settings Need help?  Click here.
Click here to access Summary Reports Click here to access Querie Reports Click here to generate reports Click here to access Exception Annotations Click here to compare and contrast  Market Centers Click here for Historical Data Click here for contact information
Client:Quality of Execution, Inc.
Market:LISTED
Branch:
Range:
Interval:
SEC 11Ac1-5 Statistics
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.



 
[No Graphic Available]
Statistics for VSH - VISHAY INTERTECH
Market Orders
Marketable Limit Orders | Inside-the-Quote Limit Orders | At-the-Quote Limit Orders | Near-the-Quote Limit Orders | Outside-the-Quote Limit Orders
 
Market Orders
Order Size Orders Executed Shares Cancelled Shares 0-9 sec 10-29 sec 30-59 sec 60-299 sec 300+ sec
< 500 0 0 0 0 0 0 0 0
500-1999 0 0 0 0 0 0 0 0
2000-4999 0 0 0 0 0 0 0 0
5000-9999 0 0 0 0 0 0 0 0
10,000+ 0 0 0 0 0 0 0 0
Totals 0 0 0 0 0 0 0 0

Order Size Effective Spread Trigger Improv. Execs. Trigger Improv. Share Trigger Improv. per share Trigger Improvement Time per share NBBO Improv. Execs NBBO Improv. Shares NBBO Improv. per share NBBO Improv. Time per share At-Quote Shares At-Quote Time per share Outside-Quote Shares Outside Quote Avg. Amount Outside-Quote Time per share
< 500 0 0 0 0 0 0 0 0 0 0 0 0 0 0
500-1999 0 0 0 0 0 0 0 0 0 0 0 0 0 0
2000-4999 0 0 0 0 0 0 0 0 0 0 0 0 0 0
5000-9999 0 0 0 0 0 0 0 0 0 0 0 0 0 0
10,000+ 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Totals 0 0 0 0 0 0 0 0 0 0 0 0 0 0

-top-

Marketable Limit Orders
Order Size Orders Executed Shares Cancelled Shares 0-9 sec 10-29 sec 30-59 sec 60-299 sec 300+ sec
< 500 0 0 0 0 0 0 0 0
500-1999 4 3,000 0 1,700 600 0 0 0
2000-4999 0 0 0 0 0 0 0 0
5000-9999 0 0 0 0 0 0 0 0
10,000+ 0 0 0 0 0 0 0 0
Totals 4 3,000 0 1,700 600 0 0 0

Order Size Effective Spread Trigger Improv. Execs. Trigger Improv. Share Trigger Improv. per share Trigger Improvement Time per share NBBO Improv. Execs NBBO Improv. Shares NBBO Improv. per share NBBO Improv. Time per share At-Quote Shares At-Quote Time per share Outside-Quote Shares Outside Quote Avg. Amount Outside-Quote Time per share
< 500 0 0 0 0 0 0 0 0 0 0 0 0 0 0
500-1999 -0.0020 3 1,000 0.01 10.90 3 0 0 0 2,000 44.500 0 0 0
2000-4999 0 0 0 0 0 0 0 0 0 0 0 0 0 0
5000-9999 0 0 0 0 0 0 0 0 0 0 0 0 0 0
10,000+ 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Totals -0.0020 3 1,000 0.01 10.90 3 0 0 0 2,000 44.500 0 0 0

-top-

Inside-the-Quote Limit Orders
Order Size Orders Executed Shares Cancelled Shares 0-9 sec 10-29 sec 30-59 sec 60-299 sec 300+ sec
< 500 0 0 0 0 0 0 0 0
500-1999 0 0 0 0 0 0 0 0
2000-4999 0 0 0 0 0 0 0 0
5000-9999 0 0 0 0 0 0 0 0
10,000+ 0 0 0 0 0 0 0 0
Totals 0 0 0 0 0 0 0 0

Order Size Effective Spread Trigger Improv. Execs. Trigger Improv. Share Trigger Improv. per share Trigger Improvement Time per share NBBO Improv. Execs NBBO Improv. Shares NBBO Improv. per share NBBO Improv. Time per share At-Quote Shares At-Quote Time per share Outside-Quote Shares Outside Quote Avg. Amount Outside-Quote Time per share
< 500 0 0 0 0 0 0 0 0 0 0 0 0 0 0
500-1999 0 0 0 0 0 0 0 0 0 0 0 0 0 0
2000-4999 0 0 0 0 0 0 0 0 0 0 0 0 0 0
5000-9999 0 0 0 0 0 0 0 0 0 0 0 0 0 0
10,000+ 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Totals 0.0000 0 0 0 0 0 0 0 0 0 0 0 0 0

-top-

At-the-Quote Limit Orders
Order Size Orders Executed Shares Cancelled Shares 0-9 sec 10-29 sec 30-59 sec 60-299 sec 300+ sec
< 500 0 0 0 0 0 0 0 0
500-1999 2 1,000 0 0 0 0 1,000 0
2000-4999 0 0 0 0 0 0 0 0
5000-9999 0 0 0 0 0 0 0 0
10,000+ 0 0 0 0 0 0 0 0
Totals 2 1,000 0 0 0 0 1,000 0

Order Size Effective Spread Trigger Improv. Execs. Trigger Improv. Share Trigger Improv. per share Trigger Improvement Time per share NBBO Improv. Execs NBBO Improv. Shares NBBO Improv. per share NBBO Improv. Time per share At-Quote Shares At-Quote Time per share Outside-Quote Shares Outside Quote Avg. Amount Outside-Quote Time per share
< 500 0 0 0 0 0 0 0 0 0 0 0 0 0 0
500-1999 -0.0200 1 1,000 0.02 119.00 1 1,000 0.02 119.00 0 0 0 0 0
2000-4999 0 0 0 0 0 0 0 0 0 0 0 0 0 0
5000-9999 0 0 0 0 0 0 0 0 0 0 0 0 0 0
10,000+ 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Totals -0.0033 1 1,000 0.02 119.00 1 1,000 0.02 119.00 0 0 0 0 0

-top-

Near-the-Quote Limit Orders
Order Size Orders Executed Shares Cancelled Shares 0-9 sec 10-29 sec 30-59 sec 60-299 sec 300+ sec
< 500 0 0 0 0 0 0 0 0
500-1999 1 0 1,000 0 0 0 0 0
2000-4999 1 2,000 0 0 0 0 0 2,000
5000-9999 0 0 0 0 0 0 0 0
10,000+ 0 0 0 0 0 0 0 0
Totals 2 2,000 1,000 0 0 0 0 2,000

Order Size Effective Spread Trigger Improv. Execs. Trigger Improv. Share Trigger Improv. per share Trigger Improvement Time per share NBBO Improv. Execs NBBO Improv. Shares NBBO Improv. per share NBBO Improv. Time per share At-Quote Shares At-Quote Time per share Outside-Quote Shares Outside Quote Avg. Amount Outside-Quote Time per share
< 500 0 0 0 0 0 0 0 0 0 0 0 0 0 0
500-1999 0 0 0 0 0 0 0 0 0 0 0 0 0 0
2000-4999 -0.0100 4 2,000 0.01 1,021.05 4 2,000 0.01 1,021.05 0 0 0 0 0
5000-9999 0 0 0 0 0 0 0 0 0 0 0 0 0 0
10,000+ 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Totals -0.0040 4 2,000 0.01 1,021.05 4 2,000 0.01 1,021.05 0 0 0 0 0

-top-

Outside-the-Quote Limit Orders
Order Size Orders Executed Shares Cancelled Shares 0-9 sec 10-29 sec 30-59 sec 60-299 sec 300+ sec
< 500 0 0 0 0 0 0 0 0
500-1999 1 0 1,000 0 0 0 0 0
2000-4999 0 0 0 0 0 0 0 0
5000-9999 0 0 0 0 0 0 0 0
10,000+ 0 0 0 0 0 0 0 0
Totals 1 0 1,000 0 0 0 0 0

Order Size Effective Spread Trigger Improv. Execs. Trigger Improv. Share Trigger Improv. per share Trigger Improvement Time per share NBBO Improv. Execs NBBO Improv. Shares NBBO Improv. per share NBBO Improv. Time per share At-Quote Shares At-Quote Time per share Outside-Quote Shares Outside Quote Avg. Amount Outside-Quote Time per share
< 500 0 0 0 0 0 0 0 0 0 0 0 0 0 0
500-1999 0 0 0 0 0 0 0 0 0 0 0 0 0 0
2000-4999 0 0 0 0 0 0 0 0 0 0 0 0 0 0
5000-9999 0 0 0 0 0 0 0 0 0 0 0 0 0 0
10,000+ 0 0 0 0 0 0 0 0 0 0 0 0 0 0
Totals 0.0000 0 0 0 0 0 0 0 0 0 0 0 0 0

-top-

 
info@qualityofexecution.com | Trade Sentry Execution Quality Summary 6/8/2004 (23:41) | www.qualityofexecution.com