Nanex Research

Nanex ~ 29-Jan-2014 ~ Sub-Penny Update

See also.

1. Break down of sub-penny trade volume for all NMS stocks grouped by price improvement amount (1/100ths of a cent).
Plotted by percentange of total volume of all sub-penny trades with price improvement of $0.0001 through $0.0049.
The most common price improvement amount by far, is the bare minimum: 1/100th of a cent per share.