Ceased on December 1, 2016
Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2016 | 4 | 720,458 | 165,944,926 | 230 |
| 2016 | 3 | 985,300 | 186,653,479 | 189 |
| 2016 | 2 | 1,288,258 | 205,315,912 | 159 |
| 2016 | 1 | 1,782,994 | 336,065,331 | 188 |
| 2015 | 4 | 1,362,277 | 226,594,299 | 166 |
| 2015 | 3 | 1,267,624 | 206,820,320 | 163 |
| 2015 | 2 | 1,231,262 | 205,770,901 | 167 |
| 2015 | 1 | 2,145,798 | 350,298,056 | 163 |
| 2014 | 4 | 3,400,503 | 517,561,984 | 152 |
| 2014 | 3 | 3,350,999 | 464,684,206 | 139 |
| 2014 | 2 | 1,908,314 | 222,459,309 | 117 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2016 | 4 | 603,538 | 121,159,262 | 201 |
| 2016 | 3 | 865,067 | 166,117,160 | 192 |
| 2016 | 2 | 927,318 | 162,833,528 | 176 |
| 2016 | 1 | 968,786 | 162,778,138 | 168 |
| 2015 | 4 | 837,403 | 136,515,101 | 163 |
| 2015 | 3 | 782,539 | 142,942,084 | 183 |
| 2015 | 2 | 1,006,564 | 192,125,048 | 191 |
| 2015 | 1 | 1,456,035 | 268,680,881 | 185 |
| 2014 | 4 | 2,406,181 | 370,829,332 | 154 |
| 2014 | 3 | 2,466,307 | 331,022,103 | 134 |
| 2014 | 2 | 1,918,619 | 187,902,649 | 98 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2016 | 4 | 1,323,996 | 287,104,188 | 217 |
| 2016 | 3 | 1,850,367 | 352,770,639 | 191 |
| 2016 | 2 | 2,215,576 | 368,149,440 | 166 |
| 2016 | 1 | 2,751,780 | 498,843,469 | 181 |
| 2015 | 4 | 2,199,680 | 363,109,400 | 165 |
| 2015 | 3 | 2,050,163 | 349,762,404 | 171 |
| 2015 | 2 | 2,237,826 | 397,895,949 | 178 |
| 2015 | 1 | 3,601,833 | 618,978,937 | 172 |
| 2014 | 4 | 5,806,684 | 888,391,316 | 153 |
| 2014 | 3 | 5,817,306 | 795,706,309 | 137 |
| 2014 | 2 | 3,826,933 | 410,361,958 | 107 |
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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