Table V-14

Matched Sample (Stock Weighted) Price Improvement Statistics for Market Orders in Stocks Traded on the NYSE and on Each Regional Exchange Broken Down by Order Size

Table V-14: Matched Sample (Stock Weighted) Price Improvement Statistics for Market
Orders in Stocks Traded on the NYSE and on Each Regional
Exchange Broken Down by Order Size
All Orders
Number of Trades Per Stock/Per ExchangeNumber of StocksNYSEBSECSECHXPHLXPSE
10 or more19722.1%11.3%14.8%9.2%7.4%9.3%
30 or more11922.2%11.4%14.4%8.8%7.2%9.1%
50 or more7222.7%10.5%14.5%7.9%6.4%8.7%
100-500 Share Orders
Number of Trades Per Stock/Per ExchangeNumber of StocksNYSEBSECSECHXPHLXPSE
10 or more16823.3%11.7%15.0%9.1%7.5%8.3%
30 or more9323.3%10.7%14.2%8.5%7.3%9.2%
50 or more5324.4%11.0%15.4%7.8%6.7%9.0%
500-1,000 Share Orders
Number of Trades Per Stock/Per ExchangeNumber of StocksNYSEBSECSECHXPHLXPSE
10 or more4420.0%8.5%12.8%5.7%4.6%6.7%
30 or more1017.6%7.1%10.9%4.7%6.0%7.1%
50 or more416.8%7.3%10.9%5.5%3.2%5.0%

Last modified: 1/24/2001