See also: CODA PDQM
Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2018 | 4 | 325,584 | 78,765,936 | 242 |
| 2018 | 3 | 808,111 | 187,538,574 | 232 |
| 2018 | 2 | 793,865 | 178,775,428 | 225 |
| 2018 | 1 | 824,282 | 183,244,688 | 222 |
| 2017 | 4 | 748,698 | 176,395,660 | 236 |
| 2017 | 3 | 745,698 | 167,975,627 | 225 |
| 2017 | 2 | 751,563 | 164,982,050 | 220 |
| 2017 | 1 | 965,025 | 200,039,241 | 207 |
| 2016 | 4 | 1,505,152 | 293,626,583 | 195 |
| 2016 | 3 | 1,787,507 | 342,001,821 | 191 |
| 2016 | 2 | 2,274,183 | 448,524,959 | 197 |
| 2016 | 1 | 2,532,572 | 524,673,185 | 207 |
| 2015 | 4 | 1,846,062 | 346,053,547 | 187 |
| 2015 | 3 | 1,849,886 | 304,604,594 | 165 |
| 2015 | 2 | 1,526,398 | 291,193,990 | 191 |
| 2015 | 1 | 1,496,991 | 276,056,481 | 184 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2018 | 4 | 258,153 | 49,344,666 | 191 |
| 2018 | 3 | 686,494 | 136,687,864 | 199 |
| 2018 | 2 | 729,474 | 152,299,423 | 209 |
| 2018 | 1 | 686,198 | 140,354,517 | 205 |
| 2017 | 4 | 693,729 | 146,573,627 | 211 |
| 2017 | 3 | 739,023 | 143,674,950 | 194 |
| 2017 | 2 | 677,617 | 122,706,835 | 181 |
| 2017 | 1 | 932,616 | 172,566,637 | 185 |
| 2016 | 4 | 1,304,701 | 219,704,581 | 168 |
| 2016 | 3 | 1,584,568 | 261,616,748 | 165 |
| 2016 | 2 | 1,505,700 | 250,188,962 | 166 |
| 2016 | 1 | 1,571,954 | 287,101,329 | 183 |
| 2015 | 4 | 1,209,062 | 205,498,631 | 170 |
| 2015 | 3 | 1,061,162 | 187,511,677 | 177 |
| 2015 | 2 | 1,312,410 | 227,005,890 | 173 |
| 2015 | 1 | 1,110,925 | 196,134,841 | 177 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2018 | 4 | 583,737 | 128,110,602 | 219 |
| 2018 | 3 | 1,494,605 | 324,226,438 | 217 |
| 2018 | 2 | 1,523,339 | 331,074,851 | 217 |
| 2018 | 1 | 1,510,480 | 323,599,205 | 214 |
| 2017 | 4 | 1,442,427 | 322,969,287 | 224 |
| 2017 | 3 | 1,484,721 | 311,650,577 | 210 |
| 2017 | 2 | 1,429,180 | 287,688,885 | 201 |
| 2017 | 1 | 1,897,641 | 372,605,878 | 196 |
| 2016 | 4 | 2,809,853 | 513,331,164 | 183 |
| 2016 | 3 | 3,372,075 | 603,618,569 | 179 |
| 2016 | 2 | 3,779,883 | 698,713,921 | 185 |
| 2016 | 1 | 4,104,526 | 811,774,514 | 198 |
| 2015 | 4 | 3,055,124 | 551,552,178 | 181 |
| 2015 | 3 | 2,911,048 | 492,116,271 | 169 |
| 2015 | 2 | 2,838,808 | 518,199,880 | 183 |
| 2015 | 1 | 2,607,916 | 472,191,322 | 181 |
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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