Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2015 | 1 | 95 | 7,041,811 | 74,124 |
| 2014 | 4 | 278 | 15,716,957 | 56,536 |
| 2014 | 3 | 368 | 26,718,246 | 72,604 |
| 2014 | 2 | 214 | 21,189,346 | 99,016 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2015 | 1 | 72 | 3,766,714 | 52,315 |
| 2014 | 4 | 243 | 13,866,528 | 57,064 |
| 2014 | 3 | 224 | 15,317,671 | 68,382 |
| 2014 | 2 | 127 | 8,496,714 | 66,903 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2015 | 1 | 167 | 10,808,525 | 64,722 |
| 2014 | 4 | 521 | 29,583,485 | 56,782 |
| 2014 | 3 | 592 | 42,035,917 | 71,007 |
| 2014 | 2 | 341 | 29,686,060 | 87,056 |
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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