Ceased on September 24, 2021
Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 3,505,248 | 477,391,233 | 136 |
| 2020 | 3 | 5,787,175 | 836,521,247 | 145 |
| 2020 | 2 | 5,727,362 | 973,939,305 | 170 |
| 2020 | 1 | 5,588,556 | 1,005,025,048 | 180 |
| 2019 | 4 | 2,446,118 | 48,4915,212 | 198 |
| 2019 | 3 | 4,186,963 | 732,489,580 | 175 |
| 2019 | 2 | 9,382,590 | 1,750,887,938 | 187 |
| 2019 | 1 | 8,893,466 | 1,658,755,654 | 187 |
| 2018 | 4 | 11,947,138 | 2,241,895,227 | 188 |
| 2018 | 3 | 9,892,772 | 1,893,012,581 | 191 |
| 2018 | 2 | 12,057,941 | 2,310,913,858 | 192 |
| 2018 | 1 | 13,256,856 | 2,496,387,295 | 188 |
| 2017 | 4 | 13,846,114 | 2,548,450,431 | 184 |
| 2017 | 3 | 12,198,603 | 2,242,827,813 | 184 |
| 2017 | 2 | 14,763,572 | 2,759,524,744 | 187 |
| 2017 | 1 | 15,478,087 | 2,888,621,620 | 187 |
| 2016 | 4 | 16,316,125 | 3,294,821,750 | 202 |
| 2016 | 3 | 15,601,847 | 3,122,703,180 | 200 |
| 2016 | 2 | 18,745,826 | 3,825,907,570 | 204 |
| 2016 | 1 | 22,272,463 | 4,519,968,650 | 203 |
| 2015 | 4 | 20,875,588 | 4,068,347,167 | 195 |
| 2015 | 3 | 21,880,861 | 4,171,994,670 | 191 |
| 2015 | 2 | 17,200,385 | 3,172,172,100 | 184 |
| 2015 | 1 | 17,860,929 | 3,143,779,000 | 176 |
| 2014 | 4 | 17,136,888 | 3,071,031,000 | 179 |
| 2014 | 3 | 14,093,727 | 2,544,268,400 | 181 |
| 2014 | 2 | 7,708,805 | 1,273,422,100 | 165 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 3,691,113 | 556,757,507 | 151 |
| 2020 | 3 | 5,289,458 | 887,040,662 | 168 |
| 2020 | 2 | 4,877,467 | 893,258,444 | 183 |
| 2020 | 1 | 4,103,856 | 717,156,970 | 175 |
| 2019 | 4 | 2,366,805 | 403,888,680 | 171 |
| 2019 | 3 | 3,601,392 | 590,813,580 | 164 |
| 2019 | 2 | 6,796,797 | 1,227,339,708 | 181 |
| 2019 | 1 | 6,276,153 | 1,127,727,470 | 180 |
| 2018 | 4 | 8,162,430 | 1,469,007,290 | 180 |
| 2018 | 3 | 7,736,677 | 1,396,895,240 | 181 |
| 2018 | 2 | 8,492,508 | 1,555,752,720 | 183 |
| 2018 | 1 | 8,413,212 | 1,534,239,781 | 182 |
| 2017 | 4 | 8,858,022 | 1,565,735,020 | 177 |
| 2017 | 3 | 8,060,351 | 1,418,102,174 | 176 |
| 2017 | 2 | 8,877,743 | 1,635,395,766 | 184 |
| 2017 | 1 | 9,101,365 | 1,769,175,363 | 194 |
| 2016 | 4 | 9,025,643 | 1,805,734,912 | 200 |
| 2016 | 3 | 8,411,161 | 1,624,912,596 | 193 |
| 2016 | 2 | 8,906,224 | 1,749,503,810 | 196 |
| 2016 | 1 | 9,687,701 | 1,925,227,798 | 199 |
| 2015 | 4 | 9,324,741 | 1,799,168,953 | 193 |
| 2015 | 3 | 10,369,151 | 1,978,830,366 | 191 |
| 2015 | 2 | 8,372,193 | 1,571,030,686 | 188 |
| 2015 | 1 | 7,318,390 | 1,319,938,400 | 180 |
| 2014 | 4 | 7,687,557 | 1,358,597,440 | 177 |
| 2014 | 3 | 6,647,352 | 1,109,540,413 | 167 |
| 2014 | 2 | 4,228,942 | 643,965,277 | 152 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 7,196,361 | 1,034,148,740 | 144 |
| 2020 | 3 | 11,076,633 | 1,723,561,909 | 156 |
| 2020 | 2 | 10,604,829 | 1,867,197,749 | 176 |
| 2020 | 1 | 9,692,412 | 1,722,182,018 | 178 |
| 2019 | 4 | 4,812,923 | 888,803,892 | 185 |
| 2019 | 3 | 7,788,355 | 1,323,303,160 | 170 |
| 2019 | 2 | 16,179,387 | 2,978,227,646 | 184 |
| 2019 | 1 | 15,169,619 | 2,786,483,124 | 184 |
| 2018 | 4 | 20,109,568 | 3,710,902,517 | 185 |
| 2018 | 3 | 17,629,449 | 3,289,907,821 | 187 |
| 2018 | 2 | 20,550,449 | 3,866,666,578 | 188 |
| 2018 | 1 | 21,670,068 | 4,030,627,076 | 186 |
| 2017 | 4 | 22,704,136 | 4,114,185,451 | 181 |
| 2017 | 3 | 20,258,954 | 3,660,929,987 | 181 |
| 2017 | 2 | 23,641,315 | 4,394,920,510 | 186 |
| 2017 | 1 | 24,579,452 | 4,657,796,983 | 189 |
| 2016 | 4 | 25,341,768 | 5,100,556,662 | 201 |
| 2016 | 3 | 24,013,008 | 4,747,615,776 | 198 |
| 2016 | 2 | 27,652,050 | 5,575,411,380 | 202 |
| 2016 | 1 | 31,960,164 | 6,445,196,448 | 202 |
| 2015 | 4 | 30,200,329 | 5,867,516,120 | 194 |
| 2015 | 3 | 32,250,012 | 6,150,825,036 | 191 |
| 2015 | 2 | 25,572,578 | 4,743,202,786 | 185 |
| 2015 | 1 | 25,179,319 | 4,463,717,400 | 177 |
| 2014 | 4 | 24,824,445 | 4,429,628,440 | 178 |
| 2014 | 3 | 20,741,079 | 3,653,808,813 | 176 |
| 2014 | 2 | 11,937,747 | 1,917,387,377 | 161 |
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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