Tokenized stock peg quality by market session — week to 2026-08-10

Name: Tokenized stock peg quality by market session — week to 2026-08-10
Creator: ochinimus
Published: 2026-08-10
License: https://creativecommons.org/licenses/by/4.0/

Published 2026-08-10 · sample n=22188

The typical tokenized stock holds within 47 bps of its underlying while the US market is open, widening to 175 bps during premarket.

Detail

premarket: typical symbol median 69 bps, 95th pct 175 bps (11 symbols, 3630 ticks)
overnight: typical symbol median 35 bps, 95th pct 91 bps (11 symbols, 5280 ticks)
weekend: typical symbol median 60 bps, 95th pct 80 bps (11 symbols, 6336 ticks)
afterhours: typical symbol median 19 bps, 95th pct 74 bps (11 symbols, 2640 ticks)
open: typical symbol median 21 bps, 95th pct 47 bps (11 symbols, 4301 ticks)
Figures are per-symbol percentiles aggregated across symbols, so one wide name cannot set the headline.
Outliers excluded from the typical figure: MSTRx (323 bps during weekend).
Measured every 5 minutes against the real underlying trade price, not a quote midpoint.

Data

Machine-readable: 2026-08-10-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.