Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 5,089,055 | 1,052,951,295 | 207 |
| 2020 | 3 | 7,933,287 | 1,683,495,602 | 212 |
| 2020 | 2 | 11,799,821 | 2,680,124,648 | 227 |
| 2020 | 1 | 14,314,647 | 3,193,826,900 | 223 |
| 2019 | 4 | 9,019,084 | 1,921,619,319 | 213 |
| 2019 | 3 | 9,973,551 | 2,179,524,953 | 219 |
| 2019 | 2 | 8,678,370 | 1,953,431,731 | 225 |
| 2019 | 1 | 8,759,633 | 1,978,584,747 | 226 |
| 2018 | 4 | 11,758,809 | 2,686,123,252 | 228 |
| 2018 | 3 | 9,384,048 | 2,107,991,960 | 225 |
| 2018 | 2 | 9,915,889 | 2,398,164,879 | 242 |
| 2018 | 1 | 8,512,900 | 2,168,833,330 | 255 |
| 2017 | 4 | 8,040,721 | 1,996,555,197 | 248 |
| 2017 | 3 | 8,994,892 | 2,081,900,006 | 231 |
| 2017 | 2 | 9,285,252 | 2,280,298,019 | 246 |
| 2017 | 1 | 9,143,003 | 2,298,528,640 | 251 |
| 2016 | 4 | 11,063,131 | 2,715,159,980 | 245 |
| 2016 | 3 | 10,487,690 | 2,588,655,630 | 247 |
| 2016 | 2 | 12,407,794 | 3,001,725,260 | 242 |
| 2016 | 1 | 13,362,208 | 3,590,847,590 | 269 |
| 2015 | 4 | 12,570,256 | 3,214,554,280 | 256 |
| 2015 | 3 | 12,195,787 | 3,255,071,700 | 267 |
| 2015 | 2 | 10,697,416 | 2,694,966,190 | 252 |
| 2015 | 1 | 9,853,591 | 2,404,818,730 | 244 |
| 2014 | 4 | 10,031,640 | 2,413,489,900 | 241 |
| 2014 | 3 | 10,070,261 | 2,502,820,700 | 249 |
| 2014 | 2 | 4,989,927 | 1,227,931,300 | 246 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 5,021,641 | 1,089,367,029 | 217 |
| 2020 | 3 | 7,426,366 | 1,608,321,887 | 217 |
| 2020 | 2 | 9,128,770 | 2,106,738,692 | 231 |
| 2020 | 1 | 11,820,537 | 2,659,763,335 | 225 |
| 2019 | 4 | 9,076,099 | 1,877,593,393 | 207 |
| 2019 | 3 | 9,409,829 | 1,975,660,730 | 210 |
| 2019 | 2 | 7,986,913 | 1,654,257,020 | 207 |
| 2019 | 1 | 7,336,327 | 1,549,771,710 | 211 |
| 2018 | 4 | 9,639,348 | 2,087,301,560 | 217 |
| 2018 | 3 | 8,791,989 | 1,848,361,430 | 210 |
| 2018 | 2 | 8,822,036 | 1,951,497,310 | 221 |
| 2018 | 1 | 7,849,317 | 1,726,328,360 | 220 |
| 2017 | 4 | 7,555,160 | 1,602,129,460 | 212 |
| 2017 | 3 | 8,008,858 | 1,673,898,150 | 209 |
| 2017 | 2 | 8,021,854 | 1,711,933,052 | 213 |
| 2017 | 1 | 7,317,919 | 1,604,377,863 | 219 |
| 2016 | 4 | 7,589,358 | 1,699,269,132 | 224 |
| 2016 | 3 | 7,213,285 | 1,613,079,611 | 224 |
| 2016 | 2 | 7,935,204 | 1,771,079,786 | 223 |
| 2016 | 1 | 8,199,133 | 1,972,426,424 | 241 |
| 2015 | 4 | 8,033,013 | 1,816,860,916 | 226 |
| 2015 | 3 | 8,282,148 | 1,890,069,854 | 228 |
| 2015 | 2 | 7,625,217 | 1,624,397,493 | 213 |
| 2015 | 1 | 7,077,993 | 1,473,232,396 | 208 |
| 2014 | 4 | 7,426,595 | 1,573,654,887 | 212 |
| 2014 | 3 | 7,107,695 | 1,449,983,531 | 204 |
| 2014 | 2 | 3,839,378 | 780,962,060 | 203 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 10,110,696 | 2,142,318,324 | 212 |
| 2020 | 3 | 15,359,653 | 3,291,817,489 | 214 |
| 2020 | 2 | 20,928,591 | 4,786,863,340 | 229 |
| 2020 | 1 | 26,135,184 | 5,853,590,235 | 224 |
| 2019 | 4 | 18,095,183 | 3,799,212,712 | 210 |
| 2019 | 3 | 19,383,380 | 4,155,185,683 | 214 |
| 2019 | 2 | 16,665,283 | 3,607,688,751 | 216 |
| 2019 | 1 | 16,095,960 | 3,528,356,457 | 219 |
| 2018 | 4 | 21,398,157 | 4,773,424,812 | 223 |
| 2018 | 3 | 18,176,037 | 3,956,353,390 | 218 |
| 2018 | 2 | 18,737,925 | 4,349,662,189 | 232 |
| 2018 | 1 | 16,362,217 | 3,895,161,690 | 238 |
| 2017 | 4 | 15,595,881 | 3,598,684,657 | 231 |
| 2017 | 3 | 17,003,750 | 3,755,798,156 | 221 |
| 2017 | 2 | 17,307,106 | 3,992,231,071 | 231 |
| 2017 | 1 | 16,460,922 | 3,902,906,503 | 237 |
| 2016 | 4 | 18,652,489 | 4,414,429,112 | 237 |
| 2016 | 3 | 17,700,975 | 4,201,735,241 | 237 |
| 2016 | 2 | 20,342,998 | 4,772,805,046 | 235 |
| 2016 | 1 | 21,561,341 | 5,563,274,014 | 258 |
| 2015 | 4 | 20,603,269 | 5,031,415,196 | 244 |
| 2015 | 3 | 20,477,935 | 5,145,141,554 | 251 |
| 2015 | 2 | 18,322,633 | 4,319,363,683 | 236 |
| 2015 | 1 | 16,931,584 | 3,878,051,126 | 229 |
| 2014 | 4 | 17,458,235 | 3,987,144,787 | 228 |
| 2014 | 3 | 17,177,956 | 3,952,804,231 | 230 |
| 2014 | 2 | 8,829,305 | 2,008,893,360 | 228 |
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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