Boston, MA, USA
February 21, 2007

Execution Quality in the 
NYSE Market

Table of Contents

Return to report Abstract

Executive Summary 3
Background 4
  Changes in Methodology 4
  Data Used in Report 4
  Caveats About Data 5
Measuring Execution Quality 7
  Speed 7
  Price 7
Overview of Market Data 9
  Summary Statistics 9
Speed 14
Price 21
Ranking by Type of Market Center 31
  NYSE Specialists 31
  Major Market Makers 31
  ECNs 32
Comparison and Ranking 33
Objectivity and Methodology 35
About Celent 36
 

 

 

 

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