Tokenized stock peg quality by market session — week to 2026-08-28

Name: Tokenized stock peg quality by market session — week to 2026-08-28
Creator: ochinimus
Published: 2026-08-28
License: https://creativecommons.org/licenses/by/4.0/

Published 2026-08-28 · sample n=22196

The typical tokenized stock holds within 54 bps of its underlying while the US market is open, widening to 102 bps during premarket.

Detail

premarket: typical symbol median 52 bps, 95th pct 102 bps (11 symbols, 3630 ticks)
weekend: typical symbol median 34 bps, 95th pct 76 bps (11 symbols, 6336 ticks)
overnight: typical symbol median 51 bps, 95th pct 74 bps (11 symbols, 5291 ticks)
afterhours: typical symbol median 30 bps, 95th pct 73 bps (11 symbols, 2640 ticks)
open: typical symbol median 21 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 (1008 bps during premarket); COINx (310 bps during weekend); MSTRx (346 bps during overnight).
Measured every 5 minutes against the real underlying trade price, not a quote midpoint.

Data

Machine-readable: 2026-08-28-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.