Table V-14Matched 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 Exchange | Number of Stocks | NYSE | BSE | CSE | CHX | PHLX | PSE | | | | | | | | | 10 or more | 197 | 22.1% | 11.3% | 14.8% | 9.2% | 7.4% | 9.3% | 30 or more | 119 | 22.2% | 11.4% | 14.4% | 8.8% | 7.2% | 9.1% | 50 or more | 72 | 22.7% | 10.5% | 14.5% | 7.9% | 6.4% | 8.7% | | | | | | | | | | | | | | | | | 100-500 Share Orders | Number of Trades Per Stock/Per Exchange | Number of Stocks | NYSE | BSE | CSE | CHX | PHLX | PSE | | | | | | | | | 10 or more | 168 | 23.3% | 11.7% | 15.0% | 9.1% | 7.5% | 8.3% | 30 or more | 93 | 23.3% | 10.7% | 14.2% | 8.5% | 7.3% | 9.2% | 50 or more | 53 | 24.4% | 11.0% | 15.4% | 7.8% | 6.7% | 9.0% | | | | | | | | | | | | | | | | | 500-1,000 Share Orders | Number of Trades Per Stock/Per Exchange | Number of Stocks | NYSE | BSE | CSE | CHX | PHLX | PSE | | | | | | | | | 10 or more | 44 | 20.0% | 8.5% | 12.8% | 5.7% | 4.6% | 6.7% | 30 or more | 10 | 17.6% | 7.1% | 10.9% | 4.7% | 6.0% | 7.1% | 50 or more | 4 | 16.8% | 7.3% | 10.9% | 5.5% | 3.2% | 5.0% | | | | | | | | |
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