Fill rates, rejection rates and slippage distribution — the three numbers every broker should publish monthly.
Three numbers that matter
Average slippage alone hides the tail. We publish the full distribution, including the worst decile, because that is where risk budgets actually break.
Methodology
Every figure is computed from raw fills, without excluding news windows or partial fills, and is reconciled against venue timestamps.
Written by the Helvetia Markets trading desk in Zurich. General information only, not investment advice.
