Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 2,331 | 527,912,635 | 226,475 |
| 2020 | 3 | 3,548 | 807,562,953 | 227,611 |
| 2020 | 2 | 4,036 | 981,936,800 | 243,295 |
| 2020 | 1 | 6,168 | 1,546,324,203 | 250,701 |
| 2019 | 4 | 2,353 | 607,881,753 | 258,343 |
| 2019 | 3 | 2,569 | 654,985,133 | 254,957 |
| 2019 | 2 | 2,226 | 548,328,182 | 246,329 |
| 2019 | 1 | 2,206 | 586,449,426 | 265,843 |
| 2018 | 4 | 3,456 | 913,119,265 | 264,213 |
| 2018 | 3 | 2,147 | 499,192,077 | 232,507 |
| 2018 | 2 | 2,339 | 708,150,266 | 302,758 |
| 2018 | 1 | 2,931 | 1,054,776,222 | 359,869 |
| 2017 | 4 | 1,878 | 702,565,430 | 374,103 |
| 2017 | 3 | 1,331 | 458,581,692 | 344,539 |
| 2017 | 2 | 1,370 | 502,536,838 | 366,815 |
| 2017 | 1 | 1,528 | 536,128,972 | 350,870 |
| 2016 | 4 | 1,619 | 658,897,470 | 406,978 |
| 2016 | 3 | 1,407 | 566,608,799 | 402,707 |
| 2016 | 2 | 1,540 | 629,373,176 | 408,684 |
| 2016 | 1 | 1,500 | 689,843,781 | 459,896 |
| 2015 | 4 | 1,497 | 705,694,750 | 471,406 |
| 2015 | 3 | 1,932 | 952,250,993 | 492,884 |
| 2015 | 2 | 1,602 | 809,542,487 | 505,332 |
| 2015 | 1 | 1,603 | 815,333,295 | 508,630 |
| 2014 | 4 | 1,534 | 787,137,797 | 513,128 |
| 2014 | 3 | 713 | 384,416,788 | 539,154 |
| 2014 | 2 | 430 | 237,220,666 | 551,676 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 1 | 4 | 77,280 | 19,320 |
| 2019 | 4 | 1 | 21,000 | 21,000 |
| 2019 | 3 | 1 | 3,000 | 3,000 |
| 2019 | 2 | 39 | 8,644,305 | 221,649 |
| 2019 | 1 | 6 | 53,000 | 8,833 |
| 2018 | 4 | 93 | 823,000 | 8,849 |
| 2018 | 3 | 86 | 882,000 | 10,256 |
| 2018 | 2 | 49 | 372,000 | 7,592 |
| 2015 | 1 | 1 | 50,000 | 50,000 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 2,331 | 527,912,635 | 226,475 |
| 2020 | 3 | 3,548 | 807,562,953 | 227,611 |
| 2020 | 2 | 4,036 | 981,936,800 | 243,295 |
| 2020 | 1 | 6,172 | 1,546,401,483 | 250,551 |
| 2019 | 4 | 2,354 | 607,902,753 | 258,242 |
| 2019 | 3 | 2,570 | 654,988,133 | 254,859 |
| 2019 | 2 | 2,265 | 556,972,487 | 245,904 |
| 2019 | 1 | 2,212 | 586,502,426 | 265,146 |
| 2018 | 4 | 3,549 | 913,942,265 | 257,521 |
| 2018 | 3 | 2,233 | 500,074,077 | 223,947 |
| 2018 | 2 | 2,388 | 708,522,266 | 296,701 |
| 2018 | 1 | 2,931 | 1,054,776,222 | 359,869 |
| 2017 | 4 | 1,878 | 702,565,430 | 374,103 |
| 2017 | 3 | 1,331 | 458,581,692 | 344,539 |
| 2017 | 2 | 1,370 | 502,536,838 | 366,815 |
| 2017 | 1 | 1,528 | 536,128,972 | 350,870 |
| 2016 | 4 | 1,619 | 658,897,470 | 406,978 |
| 2016 | 3 | 1,407 | 566,608,799 | 402,707 |
| 2016 | 2 | 1,540 | 629,373,176 | 408,684 |
| 2016 | 1 | 1,500 | 689,843,781 | 459,896 |
| 2015 | 4 | 1,497 | 705,694,750 | 471,406 |
| 2015 | 3 | 1,932 | 952,250,993 | 492,884 |
| 2015 | 2 | 1,602 | 809,542,487 | 505,332 |
| 2015 | 1 | 1,604 | 815,383,295 | 508,344 |
| 2014 | 4 | 1,534 | 787,137,797 | 513,128 |
| 2014 | 3 | 713 | 384,416,788 | 539,154 |
| 2014 | 2 | 430 | 237,220,666 | 551,676 |
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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