Table 2 Mean values of NS
From: Negative selection—a new performance measure for automated order execution
Ticker: | VOD | AZN | BARC | SASY | |
|---|---|---|---|---|---|
bid/ask1 | 1% | 5.73 | 0.36 | 0.52 | 0.55 |
5% | 17.00 | 1.53 | 1.02 | 2.47 | |
bid/ask2 | 1% | −79.98 | 0.13 | −1.90 | 0.26 |
5% | −409.92 | 0.40 | −11.12 | 1.03 | |
bid/ask3 | 1% | −164.15 | −0.13 | −4.49 | −0.05 |
5% | −831.74 | −0.88 | −24.11 | −0.51 | |
bid/ask4 | 1% | −248.26 | −0.43 | −7.20 | −0.36 |
5% | −1251.97 | −2.36 | −37.61 | −2.01 | |
bid/ask5 | 1% | −332.61 | −0.78 | −10.02 | −0.69 |
5% | −1673.73 | −4.13 | −51.76 | −3.66 | |