Nobody really thinks about how easy it is to buy or sell an asset until a trade fills badly and the price moves against them. It's invisible until it costs you money. When people pick a trading platform, they usually judge it on the interface, the fees, or the tools. But none of that matters much compared to what happens the moment you hit buy, whether you get the price you expected or a worse one because the market moved while your order was filling. Looked at order book depth for tokenized US stocks across a few platforms today. On rSPY, depth was showing around $325k versus about $6k on the best competitor I found. rQQQ was roughly $208k versus $9k. Even rMSTR had a real edge. That gap makes sense once you look under the hood, the liquidity is linked directly to real NASDAQ and NYSE markets instead of relying only on internal market makers, which is probably why the depth held up so consistently. Deeper books mean big orders fill closer to the price you actually wanted. Thin books mean a large order can punch through several price level and you eat the slippage. Worth being honest though, depth isn’t the whole story. Spread was more of a mixed bag, some names led, others didn’t. Curious if anyone else has compared execution across these platforms.