Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 1,235,348 | 203,661,667 | 165 |
| 2020 | 3 | 2,079,250 | 367,656,078 | 177 |
| 2020 | 2 | 2,986,837 | 557,470,247 | 187 |
| 2020 | 1 | 2,466,159 | 480,824,861 | 195 |
| 2019 | 4 | 2,108,734 | 386,008,706 | 183 |
| 2019 | 3 | 2,858,143 | 517,990,559 | 181 |
| 2019 | 2 | 2,685,818 | 497,610,406 | 185 |
| 2019 | 1 | 3,090,777 | 584,789,606 | 189 |
| 2018 | 4 | 5,216,643 | 1,001,485,553 | 192 |
| 2018 | 3 | 4,076,482 | 778,981,817 | 191 |
| 2018 | 2 | 4,408,801 | 912,253,893 | 207 |
| 2018 | 1 | 5,151,692 | 1,082,277,248 | 210 |
| 2017 | 4 | 4,928,533 | 1,031,081,150 | 209 |
| 2017 | 3 | 4,736,358 | 978,607,714 | 207 |
| 2017 | 2 | 5,500,252 | 1,199,983,336 | 218 |
| 2017 | 1 | 5,517,732 | 1,245,282,469 | 226 |
| 2016 | 4 | 5,593,289 | 1,388,593,347 | 248 |
| 2016 | 3 | 5,603,697 | 1,297,728,392 | 232 |
| 2016 | 2 | 6,736,037 | 1,497,233,227 | 222 |
| 2016 | 1 | 7,961,839 | 1,838,821,958 | 231 |
| 2015 | 4 | 5,906,553 | 1,489,494,658 | 252 |
| 2015 | 3 | 6,229,617 | 1,613,427,136 | 259 |
| 2015 | 2 | 4,500,981 | 1,155,419,066 | 257 |
| 2015 | 1 | 4,526,733 | 1,077,276,478 | 238 |
| 2014 | 4 | 4,771,517 | 1,112,978,708 | 233 |
| 2014 | 3 | 3,688,974 | 898,514,752 | 244 |
| 2014 | 2 | 1,950,319 | 453,235,905 | 232 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 1,247,327 | 259,411,343 | 208 |
| 2020 | 3 | 1,617,136 | 339,342,824 | 210 |
| 2020 | 2 | 2,090,769 | 503,219,157 | 241 |
| 2020 | 1 | 1,621,637 | 353,250,235 | 218 |
| 2019 | 4 | 1,543,263 | 304,721,346 | 197 |
| 2019 | 3 | 1,915,811 | 366,659,082 | 191 |
| 2019 | 2 | 1,682,850 | 322,258,773 | 191 |
| 2019 | 1 | 1,735,563 | 336,922,430 | 194 |
| 2018 | 4 | 2,921,234 | 561,911,828 | 192 |
| 2018 | 3 | 2,613,084 | 508,554,983 | 195 |
| 2018 | 2 | 2,638,025 | 555,702,561 | 211 |
| 2018 | 1 | 2,847,903 | 592,184,507 | 208 |
| 2017 | 4 | 2,950,345 | 626,129,348 | 212 |
| 2017 | 3 | 3,315,252 | 679,930,948 | 205 |
| 2017 | 2 | 4,081,529 | 852,424,343 | 209 |
| 2017 | 1 | 4,169,578 | 889,179,664 | 213 |
| 2016 | 4 | 3,383,503 | 809,043,729 | 239 |
| 2016 | 3 | 3,347,603 | 748,799,071 | 224 |
| 2016 | 2 | 3,537,452 | 763,354,085 | 216 |
| 2016 | 1 | 3,719,843 | 844,404,448 | 227 |
| 2015 | 4 | 3,421,476 | 801,060,224 | 234 |
| 2015 | 3 | 3,865,182 | 964,078,257 | 249 |
| 2015 | 2 | 2,908,987 | 750,133,150 | 258 |
| 2015 | 1 | 2,556,067 | 632,894,282 | 248 |
| 2014 | 4 | 2,974,045 | 692,354,188 | 233 |
| 2014 | 3 | 2,335,324 | 540,020,725 | 231 |
| 2014 | 2 | 1,457,897 | 314,103,882 | 215 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 2,482,675 | 463,073,010 | 187 |
| 2020 | 3 | 3,696,386 | 706,998,902 | 191 |
| 2020 | 2 | 5,077,606 | 1,060,689,404 | 209 |
| 2020 | 1 | 4,087,796 | 834,075,096 | 204 |
| 2019 | 4 | 3,651,997 | 690,730,052 | 189 |
| 2019 | 3 | 4,773,954 | 884,649,641 | 185 |
| 2019 | 2 | 4,368,668 | 819,869,179 | 188 |
| 2019 | 1 | 4,826,340 | 921,712,036 | 191 |
| 2018 | 4 | 8,137,877 | 1,563,397,381 | 192 |
| 2018 | 3 | 6,689,566 | 1,287,536,800 | 192 |
| 2018 | 2 | 7,046,826 | 1,467,956,454 | 208 |
| 2018 | 1 | 7,999,595 | 1,674,461,755 | 209 |
| 2017 | 4 | 7,878,878 | 1,657,210,498 | 210 |
| 2017 | 3 | 8,051,610 | 1,658,538,662 | 206 |
| 2017 | 2 | 9,581,781 | 2,052,407,679 | 214 |
| 2017 | 1 | 9,687,310 | 2,134,462,133 | 220 |
| 2016 | 4 | 8,976,792 | 2,197,637,076 | 245 |
| 2016 | 3 | 8,951,300 | 2,046,527,463 | 229 |
| 2016 | 2 | 10,273,489 | 2,260,587,312 | 220 |
| 2016 | 1 | 11,681,682 | 2,683,226,406 | 230 |
| 2015 | 4 | 9,328,029 | 2,290,554,882 | 246 |
| 2015 | 3 | 10,094,799 | 2,577,505,393 | 255 |
| 2015 | 2 | 7,409,968 | 1,905,552,216 | 257 |
| 2015 | 1 | 7,082,800 | 1,710,170,760 | 241 |
| 2014 | 4 | 7,745,562 | 1,805,332,896 | 233 |
| 2014 | 3 | 6,024,298 | 1,438,535,477 | 239 |
| 2014 | 2 | 3,408,216 | 767,339,787 | 225 |
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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