Table V-5

Regional Bid-Ask Quotes and Depths Compared to NYSE Quotes and Depths

Table V-5: Regional Bid-Ask Quotes and Depths Compared to NYSE Quotes and Depths
CONDITIONBSENYSECHXNYSECSENYSEPSENYSEPHLXNYSE
Percent of Time that
Quotes are Equal to
NBBO Bid and NBBO Ask0.9%91.1%18.1%91.7%28.4%89.3%13.7%90.9%2.3%91.7%
NBBO Bid or NBBO Ask4.1%8.8%22.8%8.3%53.4%10.6%40.1%9.0%6.1%8.3%
Neither of the Above95.0%0.1%59.1%0.1%18.1%0.1%46.3%0.1%91.6%0.1%
CONDITIONBSENYSECHXNYSECSENYSEPSENYSEPHLXNYSE
Average Depth When
Quotes are Equal To
NBBO Bid and NBBO Ask3,49313,71369513,47766718,6381,04114,5251,21114,098
NBBO Bid or NBBO Ask83110,90476410,27484117,35390211,12054710,616
Neither of the Above11111,10617710,79081614,68525210,77911010,876
Includes NYSE-listed issues that are quoted on a regional exchange, except the CSE comparison which includes only preferenced stocks.

Last modified: 1/24/2001