Tokenized stock peg quality by market session — week to 2026-11-04

Name: Tokenized stock peg quality by market session — week to 2026-11-04
Creator: ochinimus
Published: 2026-11-04
License: https://creativecommons.org/licenses/by/4.0/

Published 2026-11-04 · sample n=24192

The typical tokenized stock holds within 54 bps of its underlying while the US market is open, widening to 240 bps during overnight.

Detail

overnight: typical symbol median 63 bps, 95th pct 240 bps (12 symbols, 5616 ticks)
premarket: typical symbol median 56 bps, 95th pct 172 bps (12 symbols, 3960 ticks)
afterhours: typical symbol median 44 bps, 95th pct 136 bps (12 symbols, 2880 ticks)
weekend: typical symbol median 73 bps, 95th pct 118 bps (12 symbols, 7056 ticks)
open: typical symbol median 32 bps, 95th pct 54 bps (12 symbols, 4680 ticks)
Figures are per-symbol percentiles aggregated across symbols, so one wide name cannot set the headline.
Outliers excluded from the typical figure: CRCLx (48946400 bps during overnight); COINx (571 bps during premarket); COINx (426 bps during afterhours).
Measured every 5 minutes against the real underlying trade price, not a quote midpoint.

Data

Machine-readable: 2026-11-04-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.