Table V-12Number and Percent of Stocks with Greater Price Improvement preftab.xls| Table V-12: Number and Percent of Stocks with Greater Price Improvement | | on a Regional Exchange than on the NYSE | | | | | | | | | | | BSE CSI Stocks | | | | | BSE Non-CSI Stocks | | | | | Order Size | | Number | As a % | | Order Size | | Number | As a % | | 100 - 500 | | 1/45 | 2.2% | | 100 - 500 | | 13/98 | 13.3% | | 501 - 1,000 | | 6/44 | 13.6% | | 501 - 1,000 | | 26/87 | 29.9% | | 1,001 - 5,000 | | 11/43 | 25.7% | | 1,001 - 5,000 | | 10/55 | 18.1% | | 5,001 or more | | 2/4 | 50.0% | | 5,001 or more | | -- | -- | | All Trades | | 3/45 | 6.7% | | All Trades | | 15/99 | 15.1% | | | | | | | | | | | CSE | | | | | CHX | | | | | Order Size | | Number | As a % | | Order Size | | Number | As a % | | 100 - 500 | | 30/188 | 16.0% | | 100 - 500 | | 38/437 | 8.7% | | 501 - 1,000 | | 37/178 | 20.8% | | 501 - 1,000 | | 56/375 | 14.9% | | 1,001 - 5,000 | | 48/137 | 35.0% | | 1,001 - 5,000 | | 74/240 | 30.8% | | 5,001 or more | | 6/12 | 50.0% | | 5,001 or more | | 2/3 | 66.7% | | All Trades | | 34/188 | 18.1% | | All Trades | | 37/437 | 8.5% | | | | | | | | | | | PHLX | | | | | PSE | | | | | Order Size | | Number | As a % | | Order Size | | Number | As a % | | 100 - 500 | | 5/198 | 2.5% | | 100 - 500 | | 40/433 | 9.2% | | 501 - 1,000 | | 15/174 | 8.6% | | 501 - 1,000 | | 66/390 | 16.9% | | 1,001 - 5,000 | | 5/91 | 5.5% | | 1,001 - 5,000 | | 59/246 | 24.0% | | 5,001 or more | | 0/1 | 0.0% | | 5,001 or more | | 1/3 | 33.3% | | All Trades | | 7/198 | 3.6% | | All Trades | | 40/433 | 9.2% | | Included are stocks with a total of 100 or more market order trades on each exchange. Stocks with less | | | | | | | | | | than 10 trades in an order size group are excluded from that size group. | | | | | | | | |
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