Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 24,249 | 304,889,310 | 12,573 |
| 2020 | 3 | 34,082 | 435,253,720 | 12,771 |
| 2020 | 2 | 40,861 | 621,294,900 | 15,205 |
| 2020 | 1 | 46,521 | 739,956,300 | 15,906 |
| 2019 | 4 | 29,967 | 413,037,500 | 13,783 |
| 2019 | 3 | 33,526 | 486,851,000 | 14,522 |
| 2019 | 2 | 31,773 | 464,088,610 | 14,606 |
| 2019 | 1 | 28,390 | 452,590,400 | 15,942 |
| 2018 | 4 | 34,071 | 578,053,300 | 16,966 |
| 2018 | 3 | 29,790 | 523,414,100 | 17,570 |
| 2018 | 2 | 25,050 | 484,712,100 | 19,350 |
| 2018 | 1 | 25,758 | 465,985,500 | 18,091 |
| 2017 | 4 | 26,519 | 460,168,787 | 17,352 |
| 2017 | 3 | 29,133 | 387,756,600 | 13,310 |
| 2017 | 2 | 23,795 | 311,097,400 | 13,074 |
| 2017 | 1 | 19,740 | 240,495,300 | 12,183 |
| 2016 | 4 | 25,411 | 261,499,700 | 10,291 |
| 2016 | 3 | 20,280 | 193,072,500 | 9,520 |
| 2016 | 2 | 14,525 | 182,555,800 | 12,568 |
| 2016 | 1 | 18,161 | 225,951,700 | 12,442 |
| 2015 | 4 | 15,517 | 165,931,900 | 10,694 |
| 2015 | 3 | 16,277 | 138,596,800 | 8,515 |
| 2015 | 2 | 18,286 | 118,152,300 | 6,461 |
| 2015 | 1 | 28,890 | 138,769,600 | 4,803 |
| 2014 | 4 | 49,725 | 129,548,000 | 2,605 |
| 2014 | 3 | 67,216 | 122,790,100 | 1,827 |
| 2014 | 2 | 32,709 | 62,112,200 | 1,899 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 19,018 | 291,285,776 | 15,316 |
| 2020 | 3 | 26,320 | 375,708,700 | 14,275 |
| 2020 | 2 | 26,846 | 421,234,300 | 15,691 |
| 2020 | 1 | 33,231 | 542,079,700 | 16,312 |
| 2019 | 4 | 25,437 | 377,788,900 | 14,852 |
| 2019 | 3 | 28,748 | 432,694,400 | 15,051 |
| 2019 | 2 | 28,244 | 434,086,600 | 15,369 |
| 2019 | 1 | 25,031 | 375,943,900 | 15,019 |
| 2018 | 4 | 26,483 | 438,819,670 | 16,570 |
| 2018 | 3 | 23,184 | 383,910,100 | 16,559 |
| 2018 | 2 | 21,277 | 359,789,600 | 16,910 |
| 2018 | 1 | 20,066 | 324,213,900 | 16,157 |
| 2017 | 4 | 22,042 | 335,506,900 | 15,221 |
| 2017 | 3 | 28,697 | 298,039,200 | 10,386 |
| 2017 | 2 | 29,585 | 245,903,560 | 8,312 |
| 2017 | 1 | 19,142 | 197,600,300 | 10,323 |
| 2016 | 4 | 20,408 | 170,195,400 | 8,340 |
| 2016 | 3 | 18,901 | 132,569,600 | 7,014 |
| 2016 | 2 | 11,059 | 126,080,600 | 11,401 |
| 2016 | 1 | 15,032 | 144,206,200 | 9,593 |
| 2015 | 4 | 14,179 | 132,413,600 | 9,339 |
| 2015 | 3 | 13,214 | 109,573,000 | 8,292 |
| 2015 | 2 | 19,506 | 100,015,900 | 5,127 |
| 2015 | 1 | 26,640 | 110,514,000 | 4,148 |
| 2014 | 4 | 40,460 | 116,355,100 | 2,876 |
| 2014 | 3 | 36,675 | 90,201,600 | 2,459 |
| 2014 | 2 | 21,614 | 50,092,300 | 2,318 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 43,267 | 596,175,086 | 13,779 |
| 2020 | 3 | 60,402 | 810,962,420 | 13,426 |
| 2020 | 2 | 67,707 | 1,042,529,200 | 15,398 |
| 2020 | 1 | 79,752 | 1,282,036,000 | 16,075 |
| 2019 | 4 | 55,404 | 790,826,400 | 14,274 |
| 2019 | 3 | 62,274 | 919,545,400 | 14,766 |
| 2019 | 2 | 60,017 | 898,175,210 | 14,965 |
| 2019 | 1 | 53,421 | 828,534,300 | 15,510 |
| 2018 | 4 | 60,554 | 1,016,872,970 | 16,793 |
| 2018 | 3 | 52,974 | 907,324,200 | 17,128 |
| 2018 | 2 | 46,327 | 844,501,700 | 18,229 |
| 2018 | 1 | 45,824 | 790,199,400 | 17,244 |
| 2017 | 4 | 48,561 | 795,675,687 | 16,385 |
| 2017 | 3 | 57,830 | 685,795,800 | 11,859 |
| 2017 | 2 | 53,380 | 557,000,960 | 10,435 |
| 2017 | 1 | 38,882 | 438,095,600 | 11,267 |
| 2016 | 4 | 45,819 | 431,695,100 | 9,422 |
| 2016 | 3 | 39,181 | 325,642,100 | 8,311 |
| 2016 | 2 | 25,584 | 308,636,400 | 12,064 |
| 2016 | 1 | 33,193 | 370,157,900 | 11,152 |
| 2015 | 4 | 29,696 | 298,345,500 | 10,047 |
| 2015 | 3 | 29,491 | 248,169,800 | 8,415 |
| 2015 | 2 | 37,792 | 218,168,200 | 5,773 |
| 2015 | 1 | 55,530 | 249,283,600 | 4,489 |
| 2014 | 4 | 90,185 | 245,903,100 | 2,727 |
| 2014 | 3 | 103,891 | 212,991,700 | 2,050 |
| 2014 | 2 | 54,323 | 112,204,500 | 2,066 |
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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