See also: CODA PDQX
Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2015 | 1 | 449,600 | 83,089,655 | 185 |
| 2014 | 4 | 1,859,857 | 357,665,886 | 192 |
| 2014 | 3 | 1,163,066 | 226,051,202 | 194 |
| 2014 | 2 | 534,910 | 93,729,411 | 175 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2015 | 1 | 321,261 | 53,249,809 | 166 |
| 2014 | 4 | 1,371,618 | 235,866,438 | 172 |
| 2014 | 3 | 747,158 | 128,234,852 | 172 |
| 2014 | 2 | 306,324 | 53,356,970 | 174 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2015 | 1 | 770,861 | 136,339,464 | 177 |
| 2014 | 4 | 3,231,475 | 593,532,324 | 184 |
| 2014 | 3 | 1,910,224 | 354,286,054 | 185 |
| 2014 | 2 | 841,234 | 147,086,381 | 175 |
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.
This site is not affiliated with any of the sites linked to, and Liquidity Lighthouse assumes no responsibility for content at other sites.
All data provided on liquiditylighthouse.com is provided for informational purposes only, and is not intended for trading or investing purposes.