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Overview Statistics Execution Price Improvement Execution Speed Effective Spread Execution Quality Measurements SEC Rule 605 SEC Rule 606 Definitions |
The following statistics on execution speed show the elapsed time between the time Fidelity receives an order and the time of execution.
Executions represent market orders with share sizes between 100-4,999 shares
excluding pre-opening orders, executed as agent through 3rd party Nasdaq Market
Makers and Listed Specialists, and as principal by National Financial Services
Market Makers. Analysis includes only those exchanges or Market Makers
receiving at least 5% of Fidelity Brokerage Services, LLC monthly Nasdaq and
Listed share volume.
Source: TTA (Thompson Transaction Analytics)