The consolidation of all national markets' best quotations (on both sides) as reflected in the calculation and dissemination of the...
The average amount of time for completion of an order. It is the average time between order receipt and order...
The average amount of time for completion of an order. It is the average time between order receipt and order...
The consolidation of all national markets' bid-ask spread quotations as reflected in the calculation and dissemination of the highest firm...
An abbreviation for reduced tick spread instrument; instruments that trade, separately in their own markets, at a smaller tick (tick...
The immediate or nearby time horizon of a market for a specific investment/ security, commodity, etc. Generally speaking, it is...
The furthest or far-way time horizon of a market for a specific investment/ security, commodity, etc. Generally speaking, it is...
The difference between bid and offer prices (ask prices) for securities trading on exchanges or other types of venues. In...
The share-weighted average of realized spreads for order executions, depending on a market's side. For buy orders, it is equal...
The share-weighted average of effective spreads for order executions. For buy orders, it is calculated as double the amount of...