Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 2,278,762 | 372,993,563 | 164 |
| 2020 | 3 | 3,229,617 | 502,652,446 | 156 |
| 2020 | 2 | 4,461,667 | 724,122,412 | 162 |
| 2020 | 1 | 5,610,337 | 976,982,755 | 174 |
| 2019 | 4 | 3,639,676 | 554,623,945 | 152 |
| 2019 | 3 | 3,966,494 | 610,079,950 | 154 |
| 2019 | 2 | 3,535,917 | 533,779,761 | 151 |
| 2019 | 1 | 3,586,015 | 521,100,168 | 145 |
| 2018 | 4 | 3,588,885 | 569,674,888 | 159 |
| 2018 | 3 | 1,570,052 | 262,239,860 | 167 |
| 2018 | 2 | 1,581,100 | 287,511,105 | 182 |
| 2018 | 1 | 1,143,298 | 236,067,410 | 206 |
| 2017 | 4 | 967,542 | 205,178,090 | 212 |
| 2017 | 3 | 683,726 | 126,984,010 | 186 |
| 2017 | 2 | 463,434 | 87,290,039 | 188 |
| 2017 | 1 | 347,069 | 66,931,930 | 193 |
| 2016 | 4 | 578,559 | 109,571,220 | 189 |
| 2016 | 3 | 310,520 | 61,046,370 | 197 |
| 2016 | 2 | 214,656 | 50,060,120 | 233 |
| 2016 | 1 | 253,251 | 71,630,440 | 283 |
| 2015 | 4 | 154,680 | 45,882,700 | 297 |
| 2015 | 3 | 81,864 | 27,931,100 | 341 |
| 2015 | 2 | 34,347 | 12,821,500 | 373 |
| 2015 | 1 | 44,465 | 14,900,300 | 335 |
| 2014 | 4 | 81,343 | 25,215,200 | 310 |
| 2014 | 3 | 48,353 | 23,154,200 | 479 |
| 2014 | 2 | 16,350 | 6,955,300 | 425 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 1,168,401 | 206,733,793 | 177 |
| 2020 | 3 | 1,664,876 | 268,918,150 | 162 |
| 2020 | 2 | 2,234,126 | 366,320,580 | 164 |
| 2020 | 1 | 3,060,538 | 554,537,690 | 181 |
| 2019 | 4 | 2,296,140 | 393,620,350 | 171 |
| 2019 | 3 | 2,458,981 | 443,287,850 | 180 |
| 2019 | 2 | 1,859,688 | 327,858,010 | 176 |
| 2019 | 1 | 1,711,880 | 289,965,500 | 169 |
| 2018 | 4 | 1,617,005 | 286,610,200 | 177 |
| 2018 | 3 | 888,488 | 160,917,880 | 181 |
| 2018 | 2 | 687,703 | 129,244,610 | 188 |
| 2018 | 1 | 399,423 | 82,796,020 | 207 |
| 2017 | 4 | 447,553 | 91,164,800 | 204 |
| 2017 | 3 | 311,809 | 57,199,570 | 183 |
| 2017 | 2 | 219,157 | 41,046,810 | 187 |
| 2017 | 1 | 155,410 | 26,740,300 | 172 |
| 2016 | 4 | 213,260 | 37,005,800 | 174 |
| 2016 | 3 | 110,139 | 20,155,500 | 183 |
| 2016 | 2 | 60,523 | 13,086,300 | 216 |
| 2016 | 1 | 67,510 | 18,439,200 | 273 |
| 2015 | 4 | 52,762 | 15,360,100 | 291 |
| 2015 | 3 | 27,890 | 9,218,000 | 331 |
| 2015 | 2 | 10,505 | 3,703,000 | 352 |
| 2015 | 1 | 13,791 | 4,702,300 | 341 |
| 2014 | 4 | 20,191 | 7,181,200 | 356 |
| 2014 | 3 | 10,358 | 6,114,100 | 590 |
| 2014 | 2 | 5,011 | 2,364,800 | 472 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 3,447,163 | 579,727,356 | 168 |
| 2020 | 3 | 4,894,493 | 771,570,596 | 158 |
| 2020 | 2 | 6,695,793 | 1,090,442,992 | 163 |
| 2020 | 1 | 8,670,875 | 1,531,520,445 | 177 |
| 2019 | 4 | 5,935,816 | 948,244,295 | 160 |
| 2019 | 3 | 6,425,475 | 1,053,367,800 | 164 |
| 2019 | 2 | 5,395,605 | 861,637,771 | 160 |
| 2019 | 1 | 5,297,895 | 811,065,668 | 153 |
| 2018 | 4 | 5,205,890 | 856,285,088 | 164 |
| 2018 | 3 | 2,458,540 | 423,157,740 | 172 |
| 2018 | 2 | 2,268,803 | 416,755,715 | 184 |
| 2018 | 1 | 1,542,721 | 318,863,430 | 207 |
| 2017 | 4 | 1,415,095 | 296,342,890 | 209 |
| 2017 | 3 | 995,535 | 184,183,580 | 185 |
| 2017 | 2 | 682,591 | 128,336,849 | 188 |
| 2017 | 1 | 502,479 | 93,672,230 | 186 |
| 2016 | 4 | 791,819 | 146,577,020 | 185 |
| 2016 | 3 | 420,659 | 81,201,870 | 193 |
| 2016 | 2 | 275,179 | 63,146,420 | 229 |
| 2016 | 1 | 320,761 | 90,069,640 | 281 |
| 2015 | 4 | 207,442 | 61,242,800 | 295 |
| 2015 | 3 | 109,754 | 37,149,100 | 338 |
| 2015 | 2 | 44,852 | 16,524,500 | 368 |
| 2015 | 1 | 58,256 | 19,602,600 | 336 |
| 2014 | 4 | 101,534 | 32,396,400 | 319 |
| 2014 | 3 | 58,711 | 29,268,300 | 499 |
| 2014 | 2 | 21,361 | 9,320,100 | 436 |
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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