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

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

Published 2026-10-08 · sample n=24204

The typical tokenized stock holds within 52 bps of its underlying while the US market is open, widening to 103 bps during premarket.

Detail

premarket: typical symbol median 65 bps, 95th pct 103 bps (12 symbols, 3972 ticks)
overnight: typical symbol median 40 bps, 95th pct 75 bps (12 symbols, 5760 ticks)
weekend: typical symbol median 42 bps, 95th pct 63 bps (12 symbols, 6912 ticks)
open: typical symbol median 23 bps, 95th pct 52 bps (12 symbols, 4680 ticks)
afterhours: typical symbol median 30 bps, 95th pct 51 bps (12 symbols, 2880 ticks)
Figures are per-symbol percentiles aggregated across symbols, so one wide name cannot set the headline.
Outliers excluded from the typical figure: CRCLx (379 bps during premarket); MSTRx (289 bps during overnight); MSTRx (318 bps during weekend).
Measured every 5 minutes against the real underlying trade price, not a quote midpoint.

Data

Machine-readable: 2026-10-08-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.