Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 23,014,199 | 2,416,734,528 | 105 |
| 2020 | 3 | 27,074,627 | 3,237,191,993 | 120 |
| 2020 | 2 | 32,169,175 | 4,300,468,088 | 134 |
| 2020 | 1 | 32,313,312 | 4,548,106,292 | 141 |
| 2019 | 4 | 17,782,199 | 2,496,214,507 | 140 |
| 2019 | 3 | 16,312,921 | 2,320,529,561 | 142 |
| 2019 | 2 | 12,728,475 | 1,867,807,278 | 147 |
| 2019 | 1 | 12,416,447 | 1,883,871,119 | 152 |
| 2018 | 4 | 14,564,880 | 2,178,718,799 | 150 |
| 2018 | 3 | 11,719,865 | 1,752,427,174 | 150 |
| 2018 | 2 | 9,967,636 | 1,546,815,380 | 155 |
| 2018 | 1 | 9,782,001 | 1,552,362,415 | 159 |
| 2017 | 4 | 7,953,249 | 1,239,567,435 | 156 |
| 2017 | 3 | 7,236,892 | 1,230,323,351 | 170 |
| 2017 | 2 | 2,488,561 | 471,320,502 | 189 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 16,201,811 | 1,835,447,488 | 113 |
| 2020 | 3 | 18,366,890 | 2,401,242,296 | 131 |
| 2020 | 2 | 18,360,864 | 2,575,535,904 | 140 |
| 2020 | 1 | 17,592,204 | 2,608,919,850 | 148 |
| 2019 | 4 | 11,425,520 | 1,653,760,555 | 145 |
| 2019 | 3 | 10,063,374 | 1,460,327,463 | 145 |
| 2019 | 2 | 7,341,024 | 1,117,296,473 | 152 |
| 2019 | 1 | 7,008,287 | 1,096,386,659 | 156 |
| 2018 | 4 | 8,749,460 | 1,341,871,840 | 153 |
| 2018 | 3 | 7,870,275 | 1,144,301,487 | 145 |
| 2018 | 2 | 6,301,503 | 970,204,114 | 154 |
| 2018 | 1 | 5,849,832 | 910,140,159 | 156 |
| 2017 | 4 | 5,467,650 | 826,791,726 | 151 |
| 2017 | 3 | 5,598,555 | 860,352,552 | 154 |
| 2017 | 2 | 1,685,119 | 269,614,154 | 160 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 39,216,010 | 4,252,182,016 | 108 |
| 2020 | 3 | 45,441,517 | 5,638,434,289 | 124 |
| 2020 | 2 | 50,530,039 | 6,876,003,992 | 136 |
| 2020 | 1 | 49,905,516 | 7,157,026,142 | 143 |
| 2019 | 4 | 29,207,719 | 4,149,975,062 | 142 |
| 2019 | 3 | 26,376,295 | 3,780,857,024 | 143 |
| 2019 | 2 | 20,069,499 | 2,985,103,751 | 149 |
| 2019 | 1 | 19,424,734 | 2,980,257,778 | 153 |
| 2018 | 4 | 23,314,340 | 3,520,590,639 | 151 |
| 2018 | 3 | 19,590,140 | 2,896,728,661 | 148 |
| 2018 | 2 | 16,269,139 | 2,517,019,494 | 155 |
| 2018 | 1 | 15,631,833 | 2,462,502,574 | 158 |
| 2017 | 4 | 13,420,899 | 2,066,359,161 | 154 |
| 2017 | 3 | 12,835,447 | 2,090,675,903 | 163 |
| 2017 | 2 | 4,173,680 | 740,934,656 | 178 |
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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