Trading

Price Improvement: Definition

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Simple Definition

When your order fills at a slightly better price than the quote you were shown.

Why It Matters

Your fill isn't always at the exact quoted price - sometimes it's a hair better. If the quoted ask is $20.01 but a market maker fills your buy at $20.005, you got half a cent of price improvement. It happens because firms compete for order flow, and the NBBO is a ceiling on how bad your price can be, not a limit on how good. On a single share it's trivial; across thousands of trades it adds up, which is why brokers publish their average price-improvement statistics.

Key Points

  • A fill slightly better than the quoted price
  • Comes from firms competing to handle your order
  • Tiny per trade, but it accumulates over many trades

Learn More

Foundation Lesson

Market Orders Explained

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Related Terms

Common Questions

When your order fills at a slightly better price than the quote you were shown. Your fill isn't always at the exact quoted price - sometimes it's a hair better. If the quoted ask is $20.

Your fill isn't always at the exact quoted price - sometimes it's a hair better. If the quoted ask is $20.01 but a market maker fills your buy at $20.005, you got half a cent of price improvement. It happens because firms compete for order flow, and the NBBO is a ceiling on how bad your price can be, not a limit on how good. On a single share it's trivial; across thousands of trades it adds up, which is why brokers publish their average price-improvement statistics.

A fill slightly better than the quoted price

Comes from firms competing to handle your order

Tiny per trade, but it accumulates over many trades