Midpoint execution cost and spread calculator
Measure buy or sell fill cost against a supplied midpoint, express it in basis points and keep fees separate from price improvement.
Open the toolMore Than A Chart
Tools & field guides
A fill can be worse than a reference price even when the trading fee is small. Compare a recorded average fill with a stated midpoint and see the sign and units of the execution cost.
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Slippage vs Spread: A Trade Execution Log with Buy and Sell Examples
Download a CSV execution log. Record quotes, times, fills and fees; verify weighted buy and sell examples before measuring midpoint execution cost.