Tokenized stock peg quality by market session — week to 2026-07-23

Name: Tokenized stock peg quality by market session — week to 2026-07-23
Creator: ochinimus
Published: 2026-07-23
License: https://creativecommons.org/licenses/by/4.0/

Published 2026-07-23 · sample n=13260

The typical tokenized stock holds within 52 bps of its underlying while the US market is open, widening to 170 bps during premarket.

Detail

premarket: typical symbol median 53 bps, 95th pct 170 bps (12 symbols, 3168 ticks)
overnight: typical symbol median 52 bps, 95th pct 118 bps (12 symbols, 4032 ticks)
afterhours: typical symbol median 40 bps, 95th pct 78 bps (12 symbols, 1728 ticks)
weekend: typical symbol median 57 bps, 95th pct 75 bps (12 symbols, 756 ticks)
open: typical symbol median 25 bps, 95th pct 52 bps (12 symbols, 3576 ticks)
Figures are per-symbol percentiles aggregated across symbols, so one wide name cannot set the headline.
Outliers excluded from the typical figure: NVDAx (474 bps during overnight); NVDAx (474 bps during afterhours); NVDAx (525 bps during open).
Measured every 5 minutes against the real underlying trade price, not a quote midpoint.

Data

Machine-readable: 2026-07-23-tokenized-stock-peg-by-session.json

Method note: figures are computed from a live database at publication time and never revised afterwards. If a later measurement disagrees, both stay published.