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Trade Execution Statistics


Execution Speed

Speed is one of the facets of best execution. We strive to provide competitive execution speed.

  Sep-17 Oct-17 Nov-17
All Listed 0.18 0.18 0.25
All NASDAQ 0.39 0.37 0.42
Listed S&P 500 0.06 0.07 0.23
NASDAQ 100 0.02 0.02 0.02

"Execution Speed" calculation in market orders of all sizes (100-9999 shares, in seconds). Data provided by RegOne Solutions.
Statistics apply to Virtu Americas LLC (formerly KCG Americas LLC)

Price Improvement

The opportunity to receive price improvement is another facet of best execution.  Our deep liquidity and execution prowess allows us to provide meaningful opportunities for price improvement.

  Sep-17 Oct-17 Nov-17
All Listed 90.09 % 87.70 % 87.51 %
All NASDAQ 85.41 % 82.19 % 83.23 %
Listed S&P 500 92.69 % 89.90 % 89.59 %
NASDAQ 100 91.13 % 87.44 % 87.74 %

"Price Improvement" percentage calculation in market orders of all sizes (100-9999 shares). Data provided by RegOne Solutions.
Statistics apply to Virtu Americas LLC (formerly KCG Americas LLC)

At-or-Better

Certainty of execution, at or better than the NBBO, is another facet of best execution. Again, our deep liquidity and execution prowess allows us to provide clients with a high probability that their orders will be executed at or better than the NBBO.

  Sep-17 Oct-17 Nov-17
All Listed 96.90 % 96.70 % 96.80 %
All NASDAQ 93.80 % 93.60 % 94.20 %
Listed S&P 500 97.60 % 97.30 % 97.40 %
NASDAQ 100 95.90 % 95.80 % 96.70 %

"At-or-Better" percentage calculation in market orders of all sizes (100- 9999 shares). Data provided by RegOne Solutions.
Statistics apply to Virtu Americas LLC (formerly KCG Americas LLC)