All OTC Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2019 | 1 | 6 | 10,081 | 1,680 |
| 2018 | 4 | 2 | 7,307 | 3,654 |
| 2018 | 3 | 3 | 210 | 70 |
| 2018 | 2 | 3 | 654 | 218 |
| 2017 | 4 | 1 | 5,000 | 5,000 |
| 2017 | 3 | 1 | 100 | 100 |
| 2015 | 1 | 2 | 1,900 | 950 |
Tier 1 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 4,105,255 | 540,560,523 | 132 |
| 2020 | 3 | 7,014,324 | 924,098,597 | 132 |
| 2020 | 2 | 6,422,166 | 1,225,958,046 | 191 |
| 2020 | 1 | 4,952,899 | 920,545,203 | 186 |
| 2019 | 4 | 1,978,392 | 342,495,455 | 173 |
| 2019 | 3 | 2,452,702 | 425,227,351 | 173 |
| 2019 | 2 | 2,428,524 | 463,589,235 | 191 |
| 2019 | 1 | 2,165,864 | 453,640,975 | 209 |
| 2018 | 4 | 2,744,227 | 638,675,994 | 233 |
| 2018 | 3 | 1,940,741 | 469,014,180 | 242 |
| 2018 | 2 | 1,793,017 | 444,269,740 | 248 |
| 2018 | 1 | 1,913,697 | 439,342,499 | 230 |
| 2017 | 4 | 1,240,835 | 310,614,228 | 250 |
| 2017 | 3 | 1,292,491 | 326,785,468 | 253 |
| 2017 | 2 | 1,248,401 | 374,800,605 | 300 |
| 2017 | 1 | 1,077,239 | 319,629,059 | 297 |
| 2016 | 4 | 1,192,850 | 334,312,414 | 280 |
| 2016 | 3 | 984,134 | 268,311,306 | 273 |
| 2016 | 2 | 1,255,423 | 362,032,513 | 288 |
| 2016 | 1 | 1,508,554 | 464,127,980 | 308 |
| 2015 | 4 | 1,463,683 | 435,231,966 | 297 |
| 2015 | 3 | 1,348,943 | 398,256,115 | 295 |
| 2015 | 2 | 1,096,964 | 324,838,769 | 296 |
| 2015 | 1 | 1,342,693 | 383,250,727 | 285 |
| 2014 | 4 | 1,369,422 | 442,794,120 | 323 |
| 2014 | 3 | 1,270,136 | 421,738,149 | 332 |
| 2014 | 2 | 659,081 | 214,432,385 | 325 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 6,380,553 | 1,850,166,170 | 290 |
| 2020 | 3 | 6,295,777 | 1,996,539,595 | 317 |
| 2020 | 2 | 5,015,072 | 1,780,647,731 | 355 |
| 2020 | 1 | 3,887,327 | 1,359,121,551 | 350 |
| 2019 | 4 | 1,849,494 | 521,614,510 | 282 |
| 2019 | 3 | 2,262,179 | 648,521,485 | 287 |
| 2019 | 2 | 2,540,884 | 778,682,294 | 306 |
| 2019 | 1 | 2,160,653 | 625,874,636 | 290 |
| 2018 | 4 | 2,391,644 | 772,663,475 | 323 |
| 2018 | 3 | 1,806,182 | 599,910,331 | 332 |
| 2018 | 2 | 1,710,040 | 569,958,455 | 333 |
| 2018 | 1 | 1,752,828 | 563,859,516 | 322 |
| 2017 | 4 | 1,516,659 | 515,936,427 | 340 |
| 2017 | 3 | 1,444,613 | 505,186,484 | 350 |
| 2017 | 2 | 1,345,055 | 510,726,028 | 380 |
| 2017 | 1 | 1,336,430 | 525,799,655 | 393 |
| 2016 | 4 | 1,416,171 | 508,762,900 | 359 |
| 2016 | 3 | 1,433,411 | 462,009,754 | 322 |
| 2016 | 2 | 1,379,399 | 464,735,472 | 337 |
| 2016 | 1 | 1,417,695 | 490,513,645 | 346 |
| 2015 | 4 | 1,345,812 | 439,076,856 | 326 |
| 2015 | 3 | 1,317,762 | 472,929,943 | 359 |
| 2015 | 2 | 1,234,960 | 408,113,989 | 330 |
| 2015 | 1 | 1,356,199 | 420,111,988 | 310 |
| 2014 | 4 | 1,596,332 | 563,223,922 | 353 |
| 2014 | 3 | 1,615,146 | 541,746,398 | 335 |
| 2014 | 2 | 780,320 | 251,969,237 | 323 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 10,485,808 | 2,390,726,693 | 228 |
| 2020 | 3 | 13,310,101 | 2,920,638,192 | 219 |
| 2020 | 2 | 11,437,238 | 3,006,605,777 | 263 |
| 2020 | 1 | 8,840,226 | 2,279,666,754 | 258 |
| 2019 | 4 | 3,827,886 | 864,109,965 | 226 |
| 2019 | 3 | 4,714,881 | 1,073,748,836 | 228 |
| 2019 | 2 | 4,969,408 | 1,242,271,529 | 250 |
| 2019 | 1 | 4,326,517 | 1,079,515,611 | 250 |
| 2018 | 4 | 5,135,871 | 1,411,339,469 | 275 |
| 2018 | 3 | 3,746,923 | 1,068,924,511 | 285 |
| 2018 | 2 | 3,503,057 | 1,014,228,195 | 290 |
| 2018 | 1 | 3,666,525 | 1,003,202,015 | 274 |
| 2017 | 4 | 2,757,494 | 826,550,655 | 300 |
| 2017 | 3 | 2,737,104 | 831,971,952 | 304 |
| 2017 | 2 | 2,593,456 | 885,526,633 | 341 |
| 2017 | 1 | 2,413,669 | 845,428,714 | 350 |
| 2016 | 4 | 2,609,021 | 843,075,314 | 323 |
| 2016 | 3 | 2,417,545 | 730,321,060 | 302 |
| 2016 | 2 | 2,634,822 | 826,767,985 | 314 |
| 2016 | 1 | 2,926,249 | 954,641,625 | 326 |
| 2015 | 4 | 2,809,495 | 874,308,822 | 311 |
| 2015 | 3 | 2,666,705 | 871,186,058 | 327 |
| 2015 | 2 | 2,331,924 | 732,952,758 | 314 |
| 2015 | 1 | 2,698,892 | 803,362,715 | 298 |
| 2014 | 4 | 2,965,754 | 1,006,018,042 | 339 |
| 2014 | 3 | 2,885,282 | 963,484,547 | 334 |
| 2014 | 2 | 1,439,401 | 466,401,622 | 324 |
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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