Tokenized stock peg quality by market session — week to 2026-08-12

Name: Tokenized stock peg quality by market session — week to 2026-08-12
Creator: ochinimus
Published: 2026-08-12
License: https://creativecommons.org/licenses/by/4.0/

Published 2026-08-12 · sample n=22176

The typical tokenized stock holds within 54 bps of its underlying while the US market is open, widening to 107 bps during premarket.

Detail

premarket: typical symbol median 44 bps, 95th pct 107 bps (11 symbols, 3630 ticks)
weekend: typical symbol median 60 bps, 95th pct 80 bps (11 symbols, 6336 ticks)
overnight: typical symbol median 35 bps, 95th pct 67 bps (11 symbols, 5280 ticks)
afterhours: typical symbol median 19 bps, 95th pct 61 bps (11 symbols, 2640 ticks)
open: typical symbol median 26 bps, 95th pct 54 bps (11 symbols, 4290 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: 2026-08-12-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.