The share-weighted average of effective spreads for order executions. For buy orders, it is calculated as double the amount of...

The ratio of the effective spread (share-weighted average of the execution price and the midpoint of the National Best Bid...

A spread that is equal to twice the difference between the midpoint of the bid-ask spread and the price paid...

It stands for effective spread over quoted spread; the ratio of the effective spread (share-weighted average of the execution price...

The ratio of the effective spread (share-weighted average of the execution price and the midpoint of the National Best Bid...

The smallest or minimum price increment (tick) in which the prices of tradable securities (investments, stocks, bonds, futures, etc.) are...

A peg (a pegged order) that has a floating execution price that is pegged to the movements of a midpoint...

The tick size for a security trading on an exchange that meets the criteria of effectiveness. It is a ratio...

A ratio that measures the effective tick size (tick size) for a security trading on an exchange. It is calculated...

It stands for queue jumping; a practice by specific traders on an exchange who exploit sub-penny venues (SPVs) to post...