Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 2,752,141 | 618,182,130 | 225 |
| 2020 | 3 | 4,458,818 | 981,808,263 | 220 |
| 2020 | 2 | 5,181,585 | 1,275,798,790 | 246 |
| 2020 | 1 | 5,310,660 | 1,371,385,132 | 258 |
| 2019 | 4 | 4,896,090 | 1,046,850,259 | 214 |
| 2019 | 3 | 5,337,082 | 1,193,134,725 | 224 |
| 2019 | 2 | 4,426,984 | 921,031,270 | 208 |
| 2019 | 1 | 3,832,394 | 781,970,520 | 204 |
| 2018 | 4 | 4,920,941 | 907,665,365 | 184 |
| 2018 | 3 | 4,182,914 | 682,866,820 | 163 |
| 2018 | 2 | 4,736,026 | 805,315,730 | 170 |
| 2018 | 1 | 4,327,355 | 786,420,970 | 182 |
| 2017 | 4 | 4,384,464 | 764,438,260 | 174 |
| 2017 | 3 | 4,168,744 | 718,739,310 | 172 |
| 2017 | 2 | 4,366,243 | 761,582,690 | 174 |
| 2017 | 1 | 3,797,118 | 676,372,270 | 178 |
| 2016 | 4 | 3,925,287 | 732,351,790 | 187 |
| 2016 | 3 | 3,446,009 | 606,625,650 | 176 |
| 2016 | 2 | 3,546,432 | 684,140,870 | 193 |
| 2016 | 1 | 3,818,025 | 781,362,300 | 205 |
| 2015 | 4 | 3,483,472 | 644,880,320 | 185 |
| 2015 | 3 | 2,430,011 | 457,459,310 | 188 |
| 2015 | 2 | 2,435,823 | 432,007,490 | 177 |
| 2015 | 1 | 2,457,350 | 434,042,700 | 177 |
| 2014 | 4 | 2,294,618 | 402,809,600 | 176 |
| 2014 | 3 | 1,977,145 | 332,557,300 | 168 |
| 2014 | 2 | 1,016,279 | 160,429,800 | 158 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 2,142,700 | 398,635,030 | 186 |
| 2020 | 3 | 3,584,575 | 665,885,820 | 186 |
| 2020 | 2 | 3,632,457 | 710,120,451 | 195 |
| 2020 | 1 | 3,796,540 | 793,883,790 | 209 |
| 2019 | 4 | 3,428,101 | 645,496,600 | 188 |
| 2019 | 3 | 3,822,244 | 728,735,230 | 191 |
| 2019 | 2 | 3,212,534 | 560,879,750 | 175 |
| 2019 | 1 | 2,655,549 | 431,216,590 | 162 |
| 2018 | 4 | 3,055,207 | 471,361,410 | 154 |
| 2018 | 3 | 2,502,911 | 361,694,710 | 145 |
| 2018 | 2 | 2,870,809 | 418,205,010 | 146 |
| 2018 | 1 | 2,928,315 | 425,059,530 | 145 |
| 2017 | 4 | 2,917,421 | 424,051,400 | 145 |
| 2017 | 3 | 2,723,235 | 396,716,700 | 146 |
| 2017 | 2 | 2,731,852 | 391,637,050 | 143 |
| 2017 | 1 | 2,180,952 | 315,661,540 | 145 |
| 2016 | 4 | 2,064,116 | 305,572,530 | 148 |
| 2016 | 3 | 1,781,554 | 273,110,424 | 153 |
| 2016 | 2 | 1,876,517 | 274,033,490 | 146 |
| 2016 | 1 | 2,008,573 | 312,622,900 | 156 |
| 2015 | 4 | 1,849,277 | 275,375,700 | 149 |
| 2015 | 3 | 1,536,055 | 240,520,940 | 157 |
| 2015 | 2 | 1,606,719 | 240,355,670 | 150 |
| 2015 | 1 | 1,486,027 | 223,514,940 | 150 |
| 2014 | 4 | 1,425,979 | 219,688,670 | 154 |
| 2014 | 3 | 1,144,828 | 167,197,060 | 146 |
| 2014 | 2 | 664,115 | 97,646,100 | 147 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 4,894,841 | 1,016,817,160 | 208 |
| 2020 | 3 | 8,043,393 | 1,647,694,083 | 205 |
| 2020 | 2 | 8,814,042 | 1,985,919,241 | 225 |
| 2020 | 1 | 9,107,200 | 2,165,268,922 | 238 |
| 2019 | 4 | 8,324,191 | 1,692,346,859 | 203 |
| 2019 | 3 | 9,159,326 | 1,921,869,955 | 210 |
| 2019 | 2 | 7,639,518 | 1,481,911,020 | 194 |
| 2019 | 1 | 6,487,943 | 1,213,187,110 | 187 |
| 2018 | 4 | 7,976,148 | 1,379,026,775 | 173 |
| 2018 | 3 | 6,685,825 | 1,044,561,530 | 156 |
| 2018 | 2 | 7,606,835 | 1,223,520,740 | 161 |
| 2018 | 1 | 7,255,670 | 1,211,480,500 | 167 |
| 2017 | 4 | 7,301,885 | 1,188,489,660 | 163 |
| 2017 | 3 | 6,891,979 | 1,115,456,010 | 162 |
| 2017 | 2 | 7,098,095 | 1,153,219,740 | 162 |
| 2017 | 1 | 5,978,070 | 992,033,810 | 166 |
| 2016 | 4 | 5,989,403 | 1,037,924,320 | 173 |
| 2016 | 3 | 5,227,563 | 879,736,074 | 168 |
| 2016 | 2 | 5,422,949 | 958,174,360 | 177 |
| 2016 | 1 | 5,826,598 | 1,093,985,200 | 188 |
| 2015 | 4 | 5,332,749 | 920,256,020 | 173 |
| 2015 | 3 | 3,966,066 | 697,980,250 | 176 |
| 2015 | 2 | 4,042,542 | 672,363,160 | 166 |
| 2015 | 1 | 3,943,377 | 657,557,640 | 167 |
| 2014 | 4 | 3,720,597 | 622,498,270 | 167 |
| 2014 | 3 | 3,121,973 | 499,754,360 | 160 |
| 2014 | 2 | 1,680,394 | 258,075,900 | 154 |
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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