Formerly XE – WEEDEN & CO.L.P. WDNX
Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 1,854 | 3,412,792 | 1,841 |
| 2020 | 3 | 2,997 | 5,362,334 | 1,789 |
| 2020 | 2 | 2,873 | 5,446,355 | 1,896 |
| 2020 | 1 | 5,484 | 7,637,304 | 1,393 |
| 2019 | 4 | 8,553 | 11,802,190 | 1,380 |
| 2019 | 3 | 7,678 | 10,367,798 | 1,350 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 238 | 216,597 | 910 |
| 2020 | 3 | 335 | 543,180 | 1,621 |
| 2020 | 2 | 231 | 199,116 | 862 |
| 2020 | 1 | 424 | 239,745 | 565 |
| 2019 | 4 | 878 | 652,140 | 743 |
| 2019 | 3 | 610 | 383,619 | 629 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 2,092 | 3,629,389 | 1,735 |
| 2020 | 3 | 3,332 | 5,905,514 | 1,772 |
| 2020 | 2 | 3,104 | 5,645,471 | 1,819 |
| 2020 | 1 | 5,908 | 7,877,049 | 1,333 |
| 2019 | 4 | 9,431 | 12,454,330 | 1,321 |
| 2019 | 3 | 8,288 | 10,751,417 | 1,297 |
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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