Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 893,605 | 1,062,470,042 | 1,189 |
| 2020 | 3 | 1,420,316 | 1,543,785,228 | 1,087 |
| 2020 | 2 | 2,296,827 | 2,341,660,372 | 1,020 |
| 2020 | 1 | 2,871,781 | 3,248,361,115 | 1,131 |
| 2019 | 4 | 1,645,171 | 1,662,406,150 | 1,010 |
| 2019 | 3 | 1,745,559 | 1,668,892,950 | 956 |
| 2019 | 2 | 1,543,383 | 1,544,734,969 | 1,001 |
| 2019 | 1 | 1,295,008 | 1,355,807,816 | 1,047 |
| 2018 | 4 | 1,739,246 | 1,833,780,054 | 1,054 |
| 2018 | 3 | 1,283,764 | 1,373,149,963 | 1,070 |
| 2018 | 2 | 1,261,324 | 1,620,323,960 | 1,285 |
| 2018 | 1 | 1,438,169 | 1,736,170,445 | 1,207 |
| 2017 | 4 | 1,107,829 | 1,621,398,859 | 1,464 |
| 2017 | 3 | 1,280,138 | 1,402,777,082 | 1,096 |
| 2017 | 2 | 1,945,638 | 1,592,269,637 | 818 |
| 2017 | 1 | 1,876,813 | 1,546,564,962 | 824 |
| 2016 | 4 | 2,475,875 | 1,815,282,213 | 733 |
| 2016 | 3 | 2,223,862 | 1,449,141,556 | 652 |
| 2016 | 2 | 2,162,886 | 1,343,811,498 | 621 |
| 2016 | 1 | 2,971,107 | 1,817,897,065 | 612 |
| 2015 | 4 | 2,393,090 | 1,473,763,087 | 616 |
| 2015 | 3 | 2,962,768 | 1,565,708,686 | 528 |
| 2015 | 2 | 2,932,879 | 1,400,083,135 | 477 |
| 2015 | 1 | 4,057,514 | 1,653,908,844 | 408 |
| 2014 | 4 | 5,140,538 | 1,812,908,000 | 353 |
| 2014 | 3 | 3,606,925 | 1,373,051,900 | 381 |
| 2014 | 2 | 1,438,281 | 609,987,300 | 424 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 690,356 | 796,967,571 | 1,154 |
| 2020 | 3 | 1,052,689 | 1,027,796,017 | 976 |
| 2020 | 2 | 1,476,815 | 1,328,034,796 | 899 |
| 2020 | 1 | 1,930,082 | 1,814,978,271 | 940 |
| 2019 | 4 | 1,310,245 | 1,138,578,087 | 869 |
| 2019 | 3 | 1,327,836 | 1,230,161,296 | 926 |
| 2019 | 2 | 1,012,484 | 1,047,359,822 | 1,034 |
| 2019 | 1 | 866,501 | 895,523,317 | 1,033 |
| 2018 | 4 | 1,142,036 | 1,149,847,503 | 1,007 |
| 2018 | 3 | 969,098 | 945,024,079 | 975 |
| 2018 | 2 | 821,572 | 1,014,153,160 | 1,234 |
| 2018 | 1 | 840,292 | 983,444,095 | 1,170 |
| 2017 | 4 | 713,793 | 953,832,617 | 1,336 |
| 2017 | 3 | 779,980 | 821,676,590 | 1,053 |
| 2017 | 2 | 1,097,646 | 943,881,728 | 860 |
| 2017 | 1 | 1,104,744 | 921,599,503 | 834 |
| 2016 | 4 | 1,193,067 | 984,555,814 | 825 |
| 2016 | 3 | 1,115,142 | 834,562,272 | 748 |
| 2016 | 2 | 946,760 | 722,766,226 | 763 |
| 2016 | 1 | 1,106,382 | 920,641,577 | 832 |
| 2015 | 4 | 1,060,678 | 823,253,449 | 776 |
| 2015 | 3 | 1,226,690 | 852,960,365 | 695 |
| 2015 | 2 | 1,338,699 | 804,164,382 | 601 |
| 2015 | 1 | 1,714,708 | 904,284,038 | 527 |
| 2014 | 4 | 2,349,094 | 984,705,529 | 419 |
| 2014 | 3 | 1,777,436 | 752,944,250 | 424 |
| 2014 | 2 | 857,892 | 367,728,070 | 429 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 1,583,961 | 1,859,437,613 | 1,174 |
| 2020 | 3 | 2,473,005 | 2,571,581,245 | 1,040 |
| 2020 | 2 | 3,773,642 | 3,669,695,168 | 972 |
| 2020 | 1 | 4,801,863 | 5,063,339,386 | 1,054 |
| 2019 | 4 | 2,955,416 | 2,800,984,237 | 948 |
| 2019 | 3 | 3,073,395 | 2,899,054,246 | 943 |
| 2019 | 2 | 2,555,867 | 2,592,094,791 | 1,014 |
| 2019 | 1 | 2,161,509 | 2,251,331,133 | 1,042 |
| 2018 | 4 | 2,881,282 | 2,983,627,557 | 1,036 |
| 2018 | 3 | 2,252,862 | 2,318,174,042 | 1,029 |
| 2018 | 2 | 2,082,896 | 2,634,477,120 | 1,265 |
| 2018 | 1 | 2,278,461 | 2,719,614,540 | 1,194 |
| 2017 | 4 | 1,821,622 | 2,575,231,476 | 1,414 |
| 2017 | 3 | 2,060,118 | 2,224,453,672 | 1,080 |
| 2017 | 2 | 3,043,284 | 2,536,151,365 | 833 |
| 2017 | 1 | 2,981,557 | 2,468,164,465 | 828 |
| 2016 | 4 | 3,668,942 | 2,799,838,027 | 763 |
| 2016 | 3 | 3,339,004 | 2,283,703,828 | 684 |
| 2016 | 2 | 3,109,646 | 2,066,577,724 | 665 |
| 2016 | 1 | 4,077,489 | 2,738,538,642 | 672 |
| 2015 | 4 | 3,453,768 | 2,297,016,536 | 665 |
| 2015 | 3 | 4,189,458 | 2,418,669,051 | 577 |
| 2015 | 2 | 4,271,578 | 2,204,247,517 | 516 |
| 2015 | 1 | 5,772,222 | 2,558,192,882 | 443 |
| 2014 | 4 | 7,489,632 | 2,797,613,529 | 374 |
| 2014 | 3 | 5,384,361 | 2,125,996,150 | 395 |
| 2014 | 2 | 2,296,173 | 977,715,370 | 426 |
Original Source of Information: FINRA ATS Transparency Data Quarterly Statistics
ATS data has been aggregated on a quarterly basis to display total shares, total trades and average trade size per ATS.
Tier 1 comprises all securities in the S&P 500, the Russell 1000 and select Exchange Traded Products (ETPs). Tier 2 comprises all other NMS securities, except for rights and warrants, which are specifically excluded from coverage. The LULD Plan applies during regular trading hours of 9:30 am ET – 4:00 pm ET, excepting opening, reopening, and closing transactions on the primary listing exchanges.
See Limitup-limit-down for a more detailed explanation of these categories.
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