Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 6,360 | 172,952,810 | 27,194 |
| 2020 | 3 | 7,347 | 186,787,700 | 25,424 |
| 2020 | 2 | 9,020 | 288,003,790 | 31,929 |
| 2020 | 1 | 10,324 | 379,675,400 | 36,776 |
| 2019 | 4 | 5,834 | 170,056,500 | 29,149 |
| 2019 | 3 | 6,896 | 215,481,436 | 31,247 |
| 2019 | 2 | 6,809 | 219,342,900 | 32,214 |
| 2019 | 1 | 6,022 | 200,806,500 | 33,345 |
| 2018 | 4 | 7,533 | 266,287,613 | 35,349 |
| 2018 | 3 | 6,709 | 257,645,335 | 38,403 |
| 2018 | 2 | 7,893 | 286,828,500 | 36,340 |
| 2018 | 1 | 8,717 | 350,775,800 | 40,240 |
| 2017 | 4 | 9,242 | 403,535,229 | 43,663 |
| 2017 | 3 | 9,043 | 360,955,686 | 39,915 |
| 2017 | 2 | 9,043 | 370,805,000 | 41,005 |
| 2017 | 1 | 9,599 | 398,910,500 | 41,558 |
| 2016 | 4 | 11,070 | 491,815,060 | 44,428 |
| 2016 | 3 | 9,048 | 352,227,000 | 38,929 |
| 2016 | 2 | 9,421 | 425,185,000 | 45,132 |
| 2016 | 1 | 11,200 | 533,875,600 | 47,667 |
| 2015 | 4 | 9,711 | 453,611,800 | 46,711 |
| 2015 | 3 | 9,452 | 440,978,400 | 46,655 |
| 2015 | 2 | 8,982 | 407,003,500 | 45,313 |
| 2015 | 1 | 10,664 | 506,674,400 | 47,513 |
| 2014 | 4 | 10,029 | 495,725,600 | 49,429 |
| 2014 | 3 | 8,802 | 422,272,400 | 47,975 |
| 2014 | 2 | 4,843 | 198,360,700 | 40,958 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 4,706 | 137,603,000 | 29,240 |
| 2020 | 3 | 6,024 | 160,517,500 | 26,646 |
| 2020 | 2 | 6,475 | 194,742,000 | 30,076 |
| 2020 | 1 | 8,954 | 301,832,400 | 33,709 |
| 2019 | 4 | 5,628 | 179,074,345 | 31,818 |
| 2019 | 3 | 6,735 | 198,958,200 | 29,541 |
| 2019 | 2 | 7,008 | 220,707,800 | 31,494 |
| 2019 | 1 | 6,366 | 184,400,800 | 28,967 |
| 2018 | 4 | 6,701 | 201,506,300 | 30,071 |
| 2018 | 3 | 6,853 | 218,415,490 | 31,872 |
| 2018 | 2 | 7,916 | 253,588,400 | 32,035 |
| 2018 | 1 | 7,390 | 236,634,100 | 32,021 |
| 2017 | 4 | 7,997 | 273,145,477 | 34,156 |
| 2017 | 3 | 7,544 | 250,300,726 | 33,179 |
| 2017 | 2 | 8,665 | 280,882,052 | 32,416 |
| 2017 | 1 | 9,157 | 292,646,800 | 31,959 |
| 2016 | 4 | 9,045 | 303,855,500 | 33,594 |
| 2016 | 3 | 8,188 | 271,227,100 | 33,125 |
| 2016 | 2 | 8,225 | 288,977,200 | 35,134 |
| 2016 | 1 | 9,442 | 324,183,470 | 34,334 |
| 2015 | 4 | 9,488 | 315,379,925 | 33,240 |
| 2015 | 3 | 9,418 | 300,518,460 | 31,909 |
| 2015 | 2 | 9,000 | 300,170,430 | 33,352 |
| 2015 | 1 | 9,871 | 344,832,100 | 34,934 |
| 2014 | 4 | 9,626 | 354,016,090 | 36,777 |
| 2014 | 3 | 8,731 | 311,211,100 | 35,644 |
| 2014 | 2 | 5,238 | 165,620,900 | 31,619 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 11,066 | 310,555,810 | 28,064 |
| 2020 | 3 | 13,371 | 347,305,200 | 25,975 |
| 2020 | 2 | 15,495 | 482,745,790 | 31,155 |
| 2020 | 1 | 19,278 | 681,507,800 | 35,352 |
| 2019 | 4 | 11,462 | 349,130,845 | 30,460 |
| 2019 | 3 | 13,631 | 414,439,636 | 30,404 |
| 2019 | 2 | 13,817 | 440,050,700 | 31,848 |
| 2019 | 1 | 12,388 | 385,207,300 | 31,095 |
| 2018 | 4 | 14,234 | 467,793,913 | 32,865 |
| 2018 | 3 | 13,562 | 476,060,825 | 35,103 |
| 2018 | 2 | 15,809 | 540,416,900 | 34,184 |
| 2018 | 1 | 16,107 | 587,409,900 | 36,469 |
| 2017 | 4 | 17,239 | 676,680,706 | 39,253 |
| 2017 | 3 | 16,587 | 611,256,412 | 36,852 |
| 2017 | 2 | 17,708 | 651,687,052 | 36,802 |
| 2017 | 1 | 18,756 | 691,557,300 | 36,871 |
| 2016 | 4 | 20,115 | 795,670,560 | 39,556 |
| 2016 | 3 | 17,236 | 623,454,100 | 36,172 |
| 2016 | 2 | 17,646 | 714,162,200 | 40,472 |
| 2016 | 1 | 20,642 | 858,059,070 | 41,569 |
| 2015 | 4 | 19,199 | 768,991,725 | 40,054 |
| 2015 | 3 | 18,870 | 741,496,860 | 39,295 |
| 2015 | 2 | 17,982 | 707,173,930 | 39,327 |
| 2015 | 1 | 20,535 | 851,506,500 | 41,466 |
| 2014 | 4 | 19,655 | 849,741,690 | 43,233 |
| 2014 | 3 | 17,533 | 733,483,500 | 41,834 |
| 2014 | 2 | 10,081 | 363,981,600 | 36,106 |
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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