Used PULX prior to February 2, 2015. Ownership change: State Street to Instinet eff. August 11, 2017
Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 20,402 | 273,184,826 | 13,390 |
| 2020 | 3 | 30,773 | 384,150,835 | 12,483 |
| 2020 | 2 | 47,188 | 602,565,805 | 12,769 |
| 2020 | 1 | 59,450 | 799,738,513 | 13,452 |
| 2019 | 4 | 41037 | 478,201,850 | 11,653 |
| 2019 | 3 | 38,055 | 437,247,216 | 11,490 |
| 2019 | 2 | 36,330 | 425,532,926 | 11,713 |
| 2019 | 1 | 29,683 | 352,809,216 | 11,886 |
| 2018 | 4 | 41,470 | 535,496,429 | 12,913 |
| 2018 | 3 | 29,316 | 363,510,810 | 12,400 |
| 2018 | 2 | 35,544 | 437,525,327 | 12,309 |
| 2018 | 1 | 34,514 | 385,402,833 | 11,167 |
| 2017 | 4 | 24,945 | 312,490,948 | 12,527 |
| 2017 | 3 | 17,761 | 216,633,082 | 12,197 |
| 2017 | 2 | 21,883 | 249,411,022 | 11,397 |
| 2017 | 1 | 20,992 | 253,458,474 | 12,074 |
| 2016 | 4 | 32,485 | 372,820,747 | 11,477 |
| 2016 | 3 | 22,737 | 270,354,027 | 11,890 |
| 2016 | 2 | 25,065 | 316,343,102 | 12,621 |
| 2016 | 1 | 32,430 | 416,573,635 | 12,845 |
| 2015 | 4 | 25,900 | 321,991,766 | 12,432 |
| 2015 | 3 | 23,147 | 279,639,222 | 12,081 |
| 2015 | 2 | 23,415 | 268,613,971 | 11,472 |
| 2015 | 1 | 14,610 | 168,876,652 | 11,559 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 20,678 | 248,913,166 | 12,038 |
| 2020 | 3 | 26,942 | 313,755,310 | 11,646 |
| 2020 | 2 | 35,265 | 424,606,722 | 12,040 |
| 2020 | 1 | 42,161 | 531,319,803 | 12,602 |
| 2019 | 4 | 30,044 | 339,572,670 | 11,303 |
| 2019 | 3 | 31,693 | 374,372,980 | 11,812 |
| 2019 | 2 | 27,397 | 322,902,652 | 11,786 |
| 2019 | 1 | 25,623 | 304,963,482 | 11,902 |
| 2018 | 4 | 28,616 | 342,442,505 | 11,967 |
| 2018 | 3 | 21,388 | 249,723,908 | 11,676 |
| 2018 | 2 | 23,771 | 272,175,885 | 11,450 |
| 2018 | 1 | 21,141 | 233,035,855 | 11,023 |
| 2017 | 4 | 15,668 | 172,726,063 | 11,024 |
| 2017 | 3 | 12,679 | 138,347,593 | 10,912 |
| 2017 | 2 | 15,911 | 176,314,779 | 11,081 |
| 2017 | 1 | 14,836 | 161,575,741 | 10,891 |
| 2016 | 4 | 17,734 | 185,338,434 | 10,451 |
| 2016 | 3 | 14,521 | 158,673,185 | 10,927 |
| 2016 | 2 | 15,654 | 178,552,395 | 11,406 |
| 2016 | 1 | 17,759 | 200,099,029 | 11,267 |
| 2015 | 4 | 16,857 | 186,427,973 | 11,059 |
| 2015 | 3 | 16,581 | 176,220,875 | 10,628 |
| 2015 | 2 | 15,427 | 159,517,647 | 10,340 |
| 2015 | 1 | 9,679 | 95,112,373 | 9,827 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 41,080 | 522,097,992 | 12,709 |
| 2020 | 3 | 57,715 | 697,906,145 | 12,092 |
| 2020 | 2 | 82,453 | 1,027,172,527 | 12,458 |
| 2020 | 1 | 101,611 | 1,331,058,316 | 13,100 |
| 2019 | 4 | 71,081 | 817,774,520 | 11,505 |
| 2019 | 3 | 69,748 | 811,620,196 | 11,636 |
| 2019 | 2 | 63,727 | 748,435,578 | 11,744 |
| 2019 | 1 | 55,306 | 657,772,698 | 11,893 |
| 2018 | 4 | 70,086 | 877,938,934 | 12,527 |
| 2018 | 3 | 50,704 | 613,234,718 | 12,094 |
| 2018 | 2 | 59,315 | 709,701,212 | 11,965 |
| 2018 | 1 | 55,655 | 618,438,688 | 11,112 |
| 2017 | 4 | 40,613 | 485,217,011 | 11,947 |
| 2017 | 3 | 30,440 | 354,980,675 | 11,662 |
| 2017 | 2 | 37,794 | 425,725,801 | 11,264 |
| 2017 | 1 | 35,828 | 415,034,215 | 11,584 |
| 2016 | 4 | 50,219 | 558,159,181 | 11,115 |
| 2016 | 3 | 37,258 | 429,027,212 | 11,515 |
| 2016 | 2 | 40,719 | 494,895,497 | 12,154 |
| 2016 | 1 | 50,189 | 616,672,664 | 12,287 |
| 2015 | 4 | 42,757 | 508,419,739 | 11,891 |
| 2015 | 3 | 39,728 | 455,860,097 | 11,475 |
| 2015 | 2 | 38,842 | 428,131,618 | 11,022 |
| 2015 | 1 | 24,289 | 263,989,025 | 10,869 |
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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