Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 41,080,621 | 4,448,669,924 | 108 |
| 2020 | 3 | 58,758,780 | 6,691,195,143 | 114 |
| 2020 | 2 | 73,962,214 | 9,396,708,640 | 127 |
| 2020 | 1 | 74,774,877 | 10,286,627,242 | 138 |
| 2019 | 4 | 42,698,185 | 5,370,019,041 | 126 |
| 2019 | 3 | 49,878,166 | 6,638,548,124 | 133 |
| 2019 | 2 | 47,138,226 | 6,382,643,320 | 135 |
| 2019 | 1 | 37,228,777 | 5,459,215,586 | 147 |
| 2018 | 4 | 50,810,850 | 7,598,831,075 | 150 |
| 2018 | 3 | 39,355,505 | 5,700,368,490 | 145 |
| 2018 | 2 | 41,531,651 | 6,212,132,551 | 150 |
| 2018 | 1 | 46,875,361 | 7,233,396,758 | 154 |
| 2017 | 4 | 38,489,766 | 6,202,063,651 | 161 |
| 2017 | 3 | 34,203,593 | 5,657,445,877 | 165 |
| 2017 | 2 | 37,309,870 | 6,275,264,492 | 168 |
| 2017 | 1 | 40,212,886 | 6,899,752,885 | 172 |
| 2016 | 4 | 41,308,793 | 7,102,253,701 | 172 |
| 2016 | 3 | 37,756,783 | 6,467,168,765 | 171 |
| 2016 | 2 | 39,911,983 | 6,612,256,811 | 166 |
| 2016 | 1 | 49,047,755 | 8,089,201,874 | 165 |
| 2015 | 4 | 42,256,631 | 6,643,538,578 | 157 |
| 2015 | 3 | 36,533,743 | 5,803,398,953 | 159 |
| 2015 | 2 | 28,270,991 | 4,405,607,908 | 156 |
| 2015 | 1 | 30,134,378 | 4,708,216,986 | 156 |
| 2014 | 4 | 32,387,136 | 4,948,026,836 | 153 |
| 2014 | 3 | 29,569,873 | 4,042,042,437 | 137 |
| 2014 | 2 | 13,451,776 | 1,785,289,266 | 133 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 33,280,378 | 4,320,531,908 | 130 |
| 2020 | 3 | 41,209,378 | 5,646,864,194 | 137 |
| 2020 | 2 | 48,647,088 | 7,171,234,503 | 147 |
| 2020 | 1 | 42,321,172 | 6,402,642,030 | 151 |
| 2019 | 4 | 27,311,655 | 3,837,681,133 | 141 |
| 2019 | 3 | 30,091,495 | 4,475,471,091 | 149 |
| 2019 | 2 | 29,052,436 | 4,257,910,335 | 147 |
| 2019 | 1 | 22,112,372 | 3,460,884,889 | 157 |
| 2018 | 4 | 28,785,758 | 4,496,303,168 | 156 |
| 2018 | 3 | 26,507,103 | 3,986,400,964 | 150 |
| 2018 | 2 | 27,098,659 | 4,059,775,688 | 150 |
| 2018 | 1 | 27,809,084 | 4,325,215,451 | 156 |
| 2017 | 4 | 24,827,276 | 3,911,674,287 | 158 |
| 2017 | 3 | 22,490,528 | 3,604,511,874 | 160 |
| 2017 | 2 | 23,223,554 | 3,742,949,757 | 161 |
| 2017 | 1 | 25,372,857 | 4,211,029,036 | 166 |
| 2016 | 4 | 23,959,099 | 3,934,775,744 | 164 |
| 2016 | 3 | 22,305,192 | 3,613,233,173 | 162 |
| 2016 | 2 | 20,747,396 | 3,316,967,099 | 160 |
| 2016 | 1 | 22,145,676 | 3,643,520,155 | 165 |
| 2015 | 4 | 20,871,819 | 3,164,657,644 | 152 |
| 2015 | 3 | 17,680,771 | 2,836,112,619 | 160 |
| 2015 | 2 | 15,002,446 | 2,365,715,017 | 158 |
| 2015 | 1 | 14,744,741 | 2,345,872,951 | 159 |
| 2014 | 4 | 16,854,248 | 2,540,312,054 | 151 |
| 2014 | 3 | 14,835,431 | 2,061,589,081 | 139 |
| 2014 | 2 | 7,356,376 | 1,002,716,633 | 136 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 74,360,999 | 8,769,201,832 | 118 |
| 2020 | 3 | 99,968,158 | 12,338,059,337 | 123 |
| 2020 | 2 | 122,609,302 | 16,567,943,143 | 135 |
| 2020 | 1 | 117,096,049 | 16,689,269,272 | 143 |
| 2019 | 4 | 70,009,840 | 9,207,700,174 | 132 |
| 2019 | 3 | 79,969,661 | 11,114,019,215 | 139 |
| 2019 | 2 | 76,190,662 | 10,640,553,655 | 140 |
| 2019 | 1 | 59,341,149 | 8,920,100,475 | 150 |
| 2018 | 4 | 79,596,608 | 12,095,134,243 | 152 |
| 2018 | 3 | 65,862,608 | 9,686,769,454 | 147 |
| 2018 | 2 | 68,630,310 | 10,271,908,239 | 150 |
| 2018 | 1 | 74,684,445 | 11,558,612,209 | 155 |
| 2017 | 4 | 63,317,042 | 10,113,737,938 | 160 |
| 2017 | 3 | 56,694,121 | 9,261,957,751 | 163 |
| 2017 | 2 | 60,533,424 | 10,018,214,249 | 165 |
| 2017 | 1 | 65,585,743 | 11,110,781,921 | 169 |
| 2016 | 4 | 65,267,892 | 11,037,029,445 | 169 |
| 2016 | 3 | 60,061,975 | 10,080,401,938 | 168 |
| 2016 | 2 | 60,659,379 | 9,929,223,910 | 164 |
| 2016 | 1 | 71,193,431 | 11,732,722,029 | 165 |
| 2015 | 4 | 63,128,450 | 9,808,196,222 | 155 |
| 2015 | 3 | 54,214,514 | 8,639,511,572 | 159 |
| 2015 | 2 | 43,273,437 | 6,771,322,925 | 156 |
| 2015 | 1 | 44,879,119 | 7,054,089,937 | 157 |
| 2014 | 4 | 49,241,384 | 7,488,338,890 | 152 |
| 2014 | 3 | 44,405,304 | 6,103,631,518 | 137 |
| 2014 | 2 | 20,808,152 | 2,788,005,899 | 134 |
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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