Table V-10C

Average Dollar Per Trade Net Price Improvement in 3/8 Point Markets by Exchange and Order Size for Market and Marketable Limit Orders in NYSE-Listed Issues
Table V-10C: Average Dollar Per Trade Net Price Improvement in 3/8 Point Markets
by Exchange and Order Size for Market and Marketable Limit Orders in
NYSE-Listed Issues
Dollars Per Trade
Order SizeOrder TypeNYSEBSECHXCSEPHLXPSE
100 SharesMarket Orders12.8811.939.2910.027.759.05
Marketable Limits10.9711.46-1.18-6.942.843.24
Both12.7011.908.768.697.478.64
101-200 SharesMarket Orders18.9019.6017.3416.7310.8317.17
Marketable Limits20.0117.541.5625.005.729.70
Both19.0019.2416.0717.3010.4216.25
201-300 SharesMarket Orders23.6033.4319.6751.9921.1219.52
Marketable Limits24.2333.022.680.000.0020.71
Both23.6633.3618.2850.6920.0219.59
301-400 SharesMarket Orders33.5939.2026.23-1.4248.6031.05
Marketable Limits30.0033.630.000.0012.5016.67
Both33.2537.8324.28-1.3345.2430.29
401-500 SharesMarket Orders26.8049.5037.73-19.184.6726.18
Marketable Limits35.8149.76-7.650.0015.6324.63
Both28.2649.5530.91-17.386.7926.01
501-1,000 SharesMarket Orders49.9571.2946.86-23.12-0.1738.72
Marketable Limits45.2948.38-2.1258.4326.6423.53
Both49.1367.9539.23-14.763.7636.24
1,001-5,000 SharesMarket Orders85.8032.34177.34105.2054.8030.41
Marketable Limits102.9643.20-12.50-375.0021.2083.31
Both89.8734.06153.7857.1845.0245.07
5,001 or More SharesMarket Orders-294.00250.002272.50------
Marketable Limits294.87--0.00------
Both-152.23250.001623.21------
All OrdersMarket Orders27.3832.7027.6815.2613.1819.45
Marketable Limits51.8333.57-2.06-18.1512.5727.68
Both30.6032.8225.2112.7613.1220.26

 

Last modified: 1/24/2001