Ceased on September 1, 2016
Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2016 | 3 | 134,199 | 38,978,086 | 290 |
| 2016 | 2 | 624,892 | 166,431,043 | 266 |
| 2016 | 1 | 731,093 | 180,375,389 | 247 |
| 2015 | 4 | 930,459 | 227,874,007 | 245 |
| 2015 | 3 | 749,118 | 203,241,386 | 271 |
| 2015 | 2 | 687,994 | 151,930,997 | 221 |
| 2015 | 1 | 342,709 | 77,044,133 | 225 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2016 | 3 | 68,268 | 20,517,323 | 301 |
| 2016 | 2 | 288,798 | 79,892,702 | 277 |
| 2016 | 1 | 261,253 | 75,017,867 | 287 |
| 2015 | 4 | 304,177 | 87,143,766 | 286 |
| 2015 | 3 | 321,162 | 96,839,284 | 302 |
| 2015 | 2 | 287,898 | 71,115,950 | 247 |
| 2015 | 1 | 124,262 | 36,690,432 | 295 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2016 | 3 | 202,467 | 59,495,409 | 294 |
| 2016 | 2 | 913,690 | 246,323,745 | 270 |
| 2016 | 1 | 992,346 | 255,393,256 | 257 |
| 2015 | 4 | 1,234,636 | 315,017,773 | 255 |
| 2015 | 3 | 1,070,280 | 300,080,670 | 280 |
| 2015 | 2 | 975,892 | 223,046,947 | 229 |
| 2015 | 1 | 466,971 | 113,734,565 | 244 |
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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