All OTC Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2015 | 3 | 2 | 200 | 100 |
Tier 1 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 8,029,841 | 1,232,530,825 | 153 |
| 2020 | 3 | 11,526,985 | 1,865,916,996 | 162 |
| 2020 | 2 | 14,088,854 | 2,451,800,162 | 174 |
| 2020 | 1 | 13,947,022 | 2,739,998,523 | 196 |
| 2019 | 4 | 8,701,023 | 1,684,118,243 | 194 |
| 2019 | 3 | 10,821,369 | 2,098,989,840 | 194 |
| 2019 | 2 | 10,259,817 | 1,961,148,546 | 191 |
| 2019 | 1 | 8,672,854 | 1,649,189,530 | 190 |
| 2018 | 4 | 10,327,839 | 1,983,533,443 | 192 |
| 2018 | 3 | 9,183,341 | 1,688,463,027 | 184 |
| 2018 | 2 | 11,747,755 | 2,157,335,618 | 184 |
| 2018 | 1 | 12,185,592 | 2,323,553,870 | 191 |
| 2017 | 4 | 10,429,730 | 2,017,935,483 | 193 |
| 2017 | 3 | 9,552,751 | 1,849,802,415 | 194 |
| 2017 | 2 | 9,255,860 | 1,912,551,881 | 207 |
| 2017 | 1 | 8,607,109 | 1,732,633,513 | 201 |
| 2016 | 4 | 8,661,020 | 1,705,205,166 | 197 |
| 2016 | 3 | 8,709,296 | 1,791,129,476 | 206 |
| 2016 | 2 | 12,767,161 | 2,360,398,106 | 185 |
| 2016 | 1 | 12,360,051 | 2,246,958,412 | 182 |
| 2015 | 4 | 10,713,250 | 1,847,076,492 | 172 |
| 2015 | 3 | 10,136,568 | 1,843,541,344 | 182 |
| 2015 | 2 | 8,501,394 | 1,493,165,294 | 176 |
| 2015 | 1 | 8,649,409 | 1,526,516,760 | 176 |
| 2014 | 4 | 7,625,908 | 1,332,867,809 | 175 |
| 2014 | 3 | 7,052,611 | 1,260,590,692 | 179 |
| 2014 | 2 | 10,217,948 | 1,893,652,217 | 185 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 6,520,497 | 1,033,825,444 | 159 |
| 2020 | 3 | 9,114,033 | 1,496,028,889 | 164 |
| 2020 | 2 | 9,709,340 | 1,822,300,102 | 188 |
| 2020 | 1 | 9,138,056 | 1,857,031,821 | 203 |
| 2019 | 4 | 6,692,360 | 1,276,905,875 | 191 |
| 2019 | 3 | 8,064,991 | 1,531,392,355 | 190 |
| 2019 | 2 | 6,881,871 | 1,262,799,139 | 183 |
| 2019 | 1 | 5,253,847 | 942,774,382 | 179 |
| 2018 | 4 | 5,994,272 | 1,056,194,021 | 176 |
| 2018 | 3 | 6,319,939 | 1,021,568,643 | 162 |
| 2018 | 2 | 7,228,807 | 1,188,379,827 | 164 |
| 2018 | 1 | 6,772,685 | 1,129,583,612 | 167 |
| 2017 | 4 | 6,509,221 | 1,096,380,067 | 168 |
| 2017 | 3 | 6,053,203 | 1,011,835,470 | 167 |
| 2017 | 2 | 5,532,518 | 1,006,735,007 | 182 |
| 2017 | 1 | 5,128,941 | 935,501,207 | 182 |
| 2016 | 4 | 4,758,736 | 889,377,390 | 187 |
| 2016 | 3 | 4,654,213 | 883,365,727 | 190 |
| 2016 | 2 | 6,084,053 | 1,055,571,887 | 173 |
| 2016 | 1 | 5,581,788 | 968,857,214 | 174 |
| 2015 | 4 | 5,518,897 | 857,938,528 | 155 |
| 2015 | 3 | 5,844,248 | 1,000,668,324 | 171 |
| 2015 | 2 | 5,338,062 | 889,680,286 | 167 |
| 2015 | 1 | 5,066,335 | 856,339,458 | 169 |
| 2014 | 4 | 4,774,992 | 751,318,234 | 157 |
| 2014 | 3 | 4,609,810 | 671,571,845 | 146 |
| 2014 | 2 | 6,730,724 | 1,096,802,643 | 163 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 14,550,338 | 2,266,356,269 | 156 |
| 2020 | 3 | 20,641,018 | 3,361,945,885 | 163 |
| 2020 | 2 | 23,798,194 | 4,274,100,264 | 180 |
| 2020 | 1 | 23,085,078 | 4,597,030,344 | 199 |
| 2019 | 4 | 15,393,383 | 2,961,024,118 | 192 |
| 2019 | 3 | 18,886,360 | 3,630,382,195 | 192 |
| 2019 | 2 | 17,141,688 | 3,223,947,685 | 188 |
| 2019 | 1 | 13,926,701 | 2,591,963,912 | 186 |
| 2018 | 4 | 16,322,111 | 3,039,727,464 | 186 |
| 2018 | 3 | 15,503,280 | 2,710,031,670 | 175 |
| 2018 | 2 | 18,976,562 | 3,345,715,445 | 176 |
| 2018 | 1 | 18,958,277 | 3,453,137,482 | 182 |
| 2017 | 4 | 16,938,951 | 3,114,315,550 | 184 |
| 2017 | 3 | 15,605,954 | 2,861,637,885 | 183 |
| 2017 | 2 | 14,788,378 | 2,919,286,888 | 197 |
| 2017 | 1 | 13,736,050 | 2,668,134,720 | 194 |
| 2016 | 4 | 13,419,756 | 2,594,582,556 | 193 |
| 2016 | 3 | 13,363,509 | 2,674,495,203 | 200 |
| 2016 | 2 | 18,851,214 | 3,415,969,993 | 181 |
| 2016 | 1 | 17,941,839 | 3,215,815,626 | 179 |
| 2015 | 4 | 16,232,147 | 2,705,015,020 | 167 |
| 2015 | 3 | 15,980,816 | 2,844,209,668 | 178 |
| 2015 | 2 | 13,839,456 | 2,382,845,580 | 172 |
| 2015 | 1 | 13,715,744 | 2,382,856,218 | 174 |
| 2014 | 4 | 12,400,900 | 2,084,186,043 | 168 |
| 2014 | 3 | 11,662,421 | 1,932,162,537 | 166 |
| 2014 | 2 | 16,948,672 | 2,990,454,860 | 176 |
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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