Used INCA prior to June 16, 2014
Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 10,988 | 9,974,856 | 908 |
| 2020 | 3 | 21,859 | 20,150,589 | 922 |
| 2020 | 2 | 19,230 | 18,791,221 | 977 |
| 2020 | 1 | 28,813 | 55,436,263 | 1,924 |
| 2019 | 4 | 30,773 | 41,370,051 | 1,344 |
| 2019 | 3 | 36,341 | 61,441,990 | 1,691 |
| 2019 | 2 | 35,160 | 99,401,868 | 2,827 |
| 2019 | 1 | 43,504 | 185,304,154 | 4,259 |
| 2018 | 4 | 46,466 | 226,680,809 | 4,878 |
| 2018 | 3 | 46,785 | 183,981,348 | 3,932 |
| 2018 | 2 | 45,340 | 197,775,654 | 4,362 |
| 2018 | 1 | 39,883 | 180,250,676 | 4,519 |
| 2017 | 4 | 38,763 | 184,918,746 | 4,770 |
| 2017 | 3 | 43,391 | 207,947,559 | 4,792 |
| 2017 | 2 | 44,388 | 216,433,421 | 4,876 |
| 2017 | 1 | 41,354 | 182,871,356 | 4,422 |
| 2016 | 4 | 41,020 | 251,652,639 | 6,135 |
| 2016 | 3 | 33,909 | 150,072,319 | 4,426 |
| 2016 | 2 | 32,857 | 165,521,812 | 5,038 |
| 2016 | 1 | 38,147 | 185,616,240 | 4,866 |
| 2015 | 4 | 38,876 | 206,183,271 | 5,304 |
| 2015 | 3 | 52,414 | 291,658,881 | 5,565 |
| 2015 | 2 | 54,372 | 315,659,295 | 5,806 |
| 2015 | 1 | 186,090 | 272,436,900 | 1,464 |
| 2014 | 4 | 228,582 | 176,427,800 | 772 |
| 2014 | 3 | 211,386 | 152,149,500 | 720 |
| 2014 | 2 | 38,000 | 34,231,200 | 901 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 4,841 | 4,412,640 | 912 |
| 2020 | 3 | 9,546 | 6,335,216 | 664 |
| 2020 | 2 | 11,701 | 8,016,044 | 685 |
| 2020 | 1 | 20,135 | 27,189,477 | 1,350 |
| 2019 | 4 | 20,451 | 21,864,898 | 1,069 |
| 2019 | 3 | 23,926 | 35,190,734 | 1,471 |
| 2019 | 2 | 30,213 | 68,945,594 | 2,282 |
| 2019 | 1 | 42,176 | 108,655,842 | 2,576 |
| 2018 | 4 | 58,608 | 158,768,456 | 2,709 |
| 2018 | 3 | 58,546 | 143,629,907 | 2,453 |
| 2018 | 2 | 59,989 | 154,227,508 | 2,571 |
| 2018 | 1 | 46,154 | 126,251,352 | 2,735 |
| 2017 | 4 | 39,482 | 126,600,247 | 3,207 |
| 2017 | 3 | 39,184 | 117,575,746 | 3,001 |
| 2017 | 2 | 37,431 | 115,467,648 | 3,085 |
| 2017 | 1 | 44,503 | 112,814,964 | 2,535 |
| 2016 | 4 | 33,926 | 119,532,130 | 3,523 |
| 2016 | 3 | 24,797 | 72,182,798 | 2,911 |
| 2016 | 2 | 24,808 | 80,442,959 | 3,243 |
| 2016 | 1 | 22,917 | 75,038,362 | 3,274 |
| 2015 | 4 | 28,572 | 93,909,135 | 3,287 |
| 2015 | 3 | 58,769 | 190,425,508 | 3,240 |
| 2015 | 2 | 57,363 | 183,483,761 | 3,199 |
| 2015 | 1 | 125,165 | 146,608,200 | 1,171 |
| 2014 | 4 | 200,211 | 126,889,300 | 634 |
| 2014 | 3 | 175,813 | 100,379,760 | 571 |
| 2014 | 2 | 24,382 | 23,464,800 | 962 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 15,829 | 14,387,496 | 909 |
| 2020 | 3 | 31,405 | 26,485,805 | 843 |
| 2020 | 2 | 30,931 | 26,807,265 | 867 |
| 2020 | 1 | 48,948 | 82,625,740 | 1,688 |
| 2019 | 4 | 51,224 | 63,234,949 | 1,234 |
| 2019 | 3 | 60,267 | 96,632,724 | 1,603 |
| 2019 | 2 | 65,373 | 168,347,462 | 2,575 |
| 2019 | 1 | 85,680 | 293,959,996 | 3,431 |
| 2018 | 4 | 105,074 | 385,449,265 | 3,668 |
| 2018 | 3 | 105,331 | 327,611,255 | 3,110 |
| 2018 | 2 | 105,329 | 352,003,162 | 3,342 |
| 2018 | 1 | 86,037 | 306,502,028 | 3,562 |
| 2017 | 4 | 78,245 | 311,518,993 | 3,981 |
| 2017 | 3 | 82,575 | 325,523,305 | 3,942 |
| 2017 | 2 | 81,819 | 331,901,069 | 4,057 |
| 2017 | 1 | 85,857 | 295,686,320 | 3,444 |
| 2016 | 4 | 74,946 | 371,184,769 | 4,953 |
| 2016 | 3 | 58,706 | 222,255,117 | 3,786 |
| 2016 | 2 | 57,665 | 245,964,771 | 4,265 |
| 2016 | 1 | 61,064 | 260,654,602 | 4,269 |
| 2015 | 4 | 67,448 | 300,092,406 | 4,449 |
| 2015 | 3 | 111,183 | 482,084,389 | 4,336 |
| 2015 | 2 | 111,735 | 499,143,056 | 4,467 |
| 2015 | 1 | 311,255 | 419,045,100 | 1,346 |
| 2014 | 4 | 428,793 | 303,317,100 | 707 |
| 2014 | 3 | 387,199 | 252,529,260 | 652 |
| 2014 | 2 | 62,382 | 57,696,000 | 925 |
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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