Ceased on February 28, 2022
Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 8,143,460 | 1,400,772,284 | 172 |
| 2020 | 3 | 13,605,361 | 2,307,207,469 | 170 |
| 2020 | 2 | 19,228,690 | 3,398,929,998 | 177 |
| 2020 | 1 | 19,236,517 | 3,540,271,468 | 184 |
| 2019 | 4 | 10,079,157 | 1,839,649,159 | 183 |
| 2019 | 3 | 11,414,132 | 2,137,099,748 | 187 |
| 2019 | 2 | 10,384,934 | 2,078,018,759 | 200 |
| 2019 | 1 | 9,800,366 | 2,005,734,426 | 205 |
| 2018 | 4 | 13,413,545 | 2,717,923,388 | 203 |
| 2018 | 3 | 10,923,852 | 2,097,576,028 | 192 |
| 2018 | 2 | 10,890,907 | 2,146,811,200 | 197 |
| 2018 | 1 | 12,747,806 | 2,541,065,300 | 199 |
| 2017 | 4 | 10,035,412 | 1,935,426,500 | 193 |
| 2017 | 3 | 8,779,263 | 1,711,069,100 | 195 |
| 2017 | 2 | 9,126,377 | 1,876,292,700 | 206 |
| 2017 | 1 | 9,145,832 | 1,813,220,100 | 198 |
| 2016 | 4 | 10,673,748 | 2,127,111,500 | 199 |
| 2016 | 3 | 10,471,114 | 1,951,205,800 | 186 |
| 2016 | 2 | 11,601,031 | 2,095,922,900 | 181 |
| 2016 | 1 | 12,725,055 | 2,213,199,100 | 174 |
| 2015 | 4 | 11,298,255 | 1,950,140,900 | 173 |
| 2015 | 3 | 10,912,863 | 1,835,045,000 | 168 |
| 2015 | 2 | 8,623,803 | 1,396,034,300 | 162 |
| 2015 | 1 | 10,090,672 | 1,596,386,600 | 158 |
| 2014 | 4 | 9,150,142 | 1,448,950,400 | 158 |
| 2014 | 3 | 5,139,289 | 832,852,700 | 162 |
| 2014 | 2 | 2,464,369 | 390,395,800 | 158 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 7,936,394 | 1,691,834,843 | 213 |
| 2020 | 3 | 11,527,641 | 2,178,095,904 | 189 |
| 2020 | 2 | 13,598,578 | 2,756,584,634 | 203 |
| 2020 | 1 | 12,103,372 | 2,425,087,650 | 200 |
| 2019 | 4 | 7,507,967 | 1,403,046,584 | 187 |
| 2019 | 3 | 8,242,650 | 1,546,579,665 | 188 |
| 2019 | 2 | 7,908,536 | 1,500,452,064 | 190 |
| 2019 | 1 | 6,726,780 | 1,310,473,909 | 195 |
| 2018 | 4 | 8,605,110 | 1,646,876,173 | 191 |
| 2018 | 3 | 7,561,049 | 1,372,531,288 | 182 |
| 2018 | 2 | 7,207,626 | 1,346,089,300 | 187 |
| 2018 | 1 | 7,783,932 | 1,495,405,900 | 192 |
| 2017 | 4 | 6,444,059 | 1,209,165,700 | 188 |
| 2017 | 3 | 5,410,282 | 1,014,015,900 | 187 |
| 2017 | 2 | 5,247,634 | 979,010,800 | 187 |
| 2017 | 1 | 5,409,962 | 1,024,912,900 | 189 |
| 2016 | 4 | 5,512,349 | 1,070,281,000 | 194 |
| 2016 | 3 | 5,706,352 | 1,032,549,800 | 181 |
| 2016 | 2 | 5,749,618 | 986,786,000 | 172 |
| 2016 | 1 | 5,954,393 | 1,005,279,600 | 169 |
| 2015 | 4 | 5,728,160 | 941,019,700 | 164 |
| 2015 | 3 | 5,505,430 | 932,443,500 | 169 |
| 2015 | 2 | 5,390,577 | 872,198,300 | 162 |
| 2015 | 1 | 5,870,300 | 933,515,300 | 159 |
| 2014 | 4 | 5,655,420 | 897,303,400 | 159 |
| 2014 | 3 | 3,798,261 | 581,974,000 | 153 |
| 2014 | 2 | 1,867,849 | 286,930,000 | 154 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 16,079,854 | 3,092,607,127 | 192 |
| 2020 | 3 | 25,133,002 | 4,485,303,373 | 178 |
| 2020 | 2 | 32,827,268 | 6,155,514,632 | 188 |
| 2020 | 1 | 31,339,889 | 5,965,359,118 | 190 |
| 2019 | 4 | 17,587,124 | 3,242,695,743 | 184 |
| 2019 | 3 | 19,656,782 | 3,683,679,413 | 187 |
| 2019 | 2 | 18,293,470 | 3,578,470,823 | 196 |
| 2019 | 1 | 16,527,146 | 3,316,208,335 | 201 |
| 2018 | 4 | 22,018,655 | 4,364,799,561 | 198 |
| 2018 | 3 | 18,484,901 | 3,470,107,316 | 188 |
| 2018 | 2 | 18,098,533 | 3,492,900,500 | 193 |
| 2018 | 1 | 20,531,738 | 4,036,471,200 | 197 |
| 2017 | 4 | 16,479,471 | 3,144,592,200 | 191 |
| 2017 | 3 | 14,189,545 | 2,725,085,000 | 192 |
| 2017 | 2 | 14,374,011 | 2,855,303,500 | 199 |
| 2017 | 1 | 14,555,794 | 2,838,133,000 | 195 |
| 2016 | 4 | 16,186,097 | 3,197,392,500 | 198 |
| 2016 | 3 | 16,177,466 | 2,983,755,600 | 184 |
| 2016 | 2 | 17,350,649 | 3,082,708,900 | 178 |
| 2016 | 1 | 18,679,448 | 3,218,478,700 | 172 |
| 2015 | 4 | 17,026,415 | 2,891,160,600 | 170 |
| 2015 | 3 | 16,418,293 | 2,767,488,500 | 169 |
| 2015 | 2 | 14,014,380 | 2,268,232,600 | 162 |
| 2015 | 1 | 15,960,972 | 2,529,901,900 | 159 |
| 2014 | 4 | 14,805,562 | 2,346,253,800 | 158 |
| 2014 | 3 | 8,937,550 | 1,414,826,700 | 158 |
| 2014 | 2 | 4,332,218 | 677,325,800 | 156 |
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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