Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 7,282,211 | 813,211,864 | 112 |
| 2020 | 3 | 13,035,203 | 1,254,248,772 | 96 |
| 2020 | 2 | 7,024,649 | 1,008,216,648 | 144 |
| 2020 | 1 | 4,353,401 | 734,125,342 | 169 |
| 2019 | 4 | 2,401,720 | 448,682,816 | 187 |
| 2019 | 3 | 2,743,897 | 564,565,103 | 206 |
| 2019 | 2 | 1,904,049 | 333,208,950 | 175 |
| 2019 | 1 | 852,071 | 172,003,715 | 202 |
| 2018 | 4 | 301,457 | 84,111,733 | 279 |
| 2018 | 3 | 47,763 | 9,820,818 | 206 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 4,890,742 | 622,230,889 | 127 |
| 2020 | 3 | 7,305,628 | 711,617,184 | 97 |
| 2020 | 2 | 3,375,448 | 494,190,297 | 146 |
| 2020 | 1 | 1,923,436 | 346,316,249 | 180 |
| 2019 | 4 | 961,540 | 206,065,036 | 214 |
| 2019 | 3 | 1,223,114 | 286,338,052 | 234 |
| 2019 | 2 | 963,239 | 184,614,657 | 192 |
| 2019 | 1 | 449,040 | 95,266,015 | 212 |
| 2018 | 4 | 183,424 | 46,838,644 | 255 |
| 2018 | 3 | 22,818 | 4,771,357 | 209 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 12,172,953 | 1,435,442,753 | 118 |
| 2020 | 3 | 20,340,831 | 1,965,865,956 | 97 |
| 2020 | 2 | 10,400,097 | 1,502,406,945 | 144 |
| 2020 | 1 | 6,276,837 | 1,080,441,591 | 172 |
| 2019 | 4 | 3,363,260 | 654,747,852 | 195 |
| 2019 | 3 | 3,967,011 | 850,903,155 | 214 |
| 2019 | 2 | 2,867,288 | 517,823,607 | 181 |
| 2019 | 1 | 1,301,111 | 267,269,730 | 205 |
| 2018 | 4 | 484,881 | 130,950,377 | 270 |
| 2018 | 3 | 70,581 | 14,592,175 | 207 |
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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