Looking for info on NYSE specialist volume, algo volume, avg spread

Discussion in 'Trading' started by cashonly, Nov 14, 2007.

  1. cashonly

    cashonly Bright Trading, LLC

    I'm looking for 3 particular pieces of info relating to NYSE trading:

    1. Looking at all volume on the NYSE, what percentage is handled manually by the specialist?

    2. Looking at all volume on the NYSE, what percentage is done by algorithmic trading programs?

    3. What is the average bid/ask spread of S&P 500 stocks?

    Any help in finding answers to these questions would be helpful.

    Thanks,

    Cash