Uses BLKX since February 2, 2015. Ownership change: State Street to Instinet eff. August 11, 2017
Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2015 | 1 | 8,699 | 115,897,859 | 13,323 |
| 2014 | 4 | 24,917 | 288,001,665 | 11,558 |
| 2014 | 3 | 22,183 | 262,988,004 | 11,855 |
| 2014 | 2 | 10,049 | 113,908,934 | 11,335 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2015 | 1 | 5,298 | 52,681,734 | 9,944 |
| 2014 | 4 | 16,455 | 175,666,309 | 10,676 |
| 2014 | 3 | 15,662 | 161,791,220 | 10,330 |
| 2014 | 2 | 8,006 | 79,918,221 | 9,982 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2015 | 1 | 13,997 | 168,579,593 | 12,044 |
| 2014 | 4 | 41,372 | 463,667,974 | 11,207 |
| 2014 | 3 | 37,845 | 424,779,224 | 11,224 |
| 2014 | 2 | 18,055 | 193,827,155 | 10,735 |
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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