Tier 1 Securities 
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 1,192,139 | 437,807,915 | 367 |
| 2020 | 3 | 1,874,348 | 672,200,705 | 359 |
| 2020 | 2 | 2,471,349 | 959,225,559 | 388 |
| 2020 | 1 | 2,559,086 | 953,337,499 | 373 |
| 2019 | 4 | 1,226,791 | 434,081,183 | 354 |
| 2019 | 3 | 1,313,400 | 465,650,598 | 355 |
| 2019 | 2 | 1,247,632 | 436,645,605 | 350 |
| 2019 | 1 | 1,220,867 | 400,684,096 | 328 |
| 2018 | 4 | 1,565,714 | 504,257,885 | 322 |
| 2018 | 3 | 1,207,178 | 368,789,296 | 305 |
| 2018 | 2 | 1,293,620 | 437,264,632 | 338 |
| 2018 | 1 | 1,618,148 | 530,054,565 | 328 |
| 2017 | 4 | 1,607,617 | 549,001,269 | 342 |
| 2017 | 3 | 1,322,668 | 466,495,180 | 353 |
| 2017 | 2 | 1,373,999 | 500,879,980 | 365 |
| 2017 | 1 | 2,046,210 | 759,021,450 | 371 |
| 2016 | 4 | 2,318,157 | 995,987,542 | 430 |
| 2016 | 3 | 2,228,734 | 850,122,491 | 381 |
| 2016 | 2 | 2,159,415 | 854,601,536 | 396 |
| 2016 | 1 | 2,214,926 | 974,427,132 | 440 |
| 2015 | 4 | 1,990,564 | 837,020,112 | 420 |
| 2015 | 3 | 1,756,324 | 708,087,382 | 403 |
| 2015 | 2 | 1,600,444 | 632,012,695 | 395 |
| 2015 | 1 | 1,847,792 | 666,593,306 | 361 |
| 2014 | 4 | 1,551,390 | 561,733,664 | 362 |
| 2014 | 3 | 1,610,029 | 575,525,804 | 357 |
| 2014 | 2 | 891,891 | 298,875,344 | 335 |
Tier 2 Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 956,265 | 472,787,453 | 494 |
| 2020 | 3 | 1,174,728 | 609,216,364 | 519 |
| 2020 | 2 | 1,336,751 | 651,026,075 | 487 |
| 2020 | 1 | 1,188,666 | 572,243,628 | 481 |
| 2019 | 4 | 627,590 | 294,046,277 | 469 |
| 2019 | 3 | 587,256 | 274,955,726 | 468 |
| 2019 | 2 | 586,048 | 252,838,015 | 431 |
| 2019 | 1 | 582,633 | 227,233,022 | 390 |
| 2018 | 4 | 694,508 | 261,271,949 | 376 |
| 2018 | 3 | 623,679 | 233,402,412 | 374 |
| 2018 | 2 | 681,419 | 243,589,659 | 357 |
| 2018 | 1 | 774,795 | 274,308,086 | 354 |
| 2017 | 4 | 796,383 | 295,110,844 | 371 |
| 2017 | 3 | 692,869 | 261,523,296 | 377 |
| 2017 | 2 | 741,367 | 269,120,614 | 363 |
| 2017 | 1 | 1,360,405 | 596,841,993 | 439 |
| 2016 | 4 | 1,385,612 | 684,221,468 | 494 |
| 2016 | 3 | 1,376,395 | 622,082,433 | 452 |
| 2016 | 2 | 1,304,399 | 707,099,567 | 542 |
| 2016 | 1 | 1,162,425 | 697,488,356 | 600 |
| 2015 | 4 | 1,109,006 | 522,271,232 | 471 |
| 2015 | 3 | 1,029,940 | 615,692,657 | 598 |
| 2015 | 2 | 1,085,448 | 531,407,132 | 490 |
| 2015 | 1 | 1,186,460 | 578,934,725 | 488 |
| 2014 | 4 | 1,121,623 | 419,651,121 | 374 |
| 2014 | 3 | 1,269,574 | 422,512,521 | 333 |
| 2014 | 2 | 755,386 | 257,216,153 | 341 |
NMS Securities
| Year | Q | Total Trades | Total Shares | Avg Trade Size |
|---|---|---|---|---|
| 2020 | 4 | 2,148,404 | 910,595,368 | 424 |
| 2020 | 3 | 3,049,076 | 1,281,417,069 | 420 |
| 2020 | 2 | 3,808,100 | 1,610,251,634 | 423 |
| 2020 | 1 | 3,747,752 | 1,525,581,127 | 407 |
| 2019 | 4 | 1,854,381 | 728,127,460 | 393 |
| 2019 | 3 | 1,900,656 | 740,606,324 | 390 |
| 2019 | 2 | 1,833,680 | 689,483,620 | 376 |
| 2019 | 1 | 1,803,500 | 627,917,118 | 348 |
| 2018 | 4 | 2,260,222 | 765,529,834 | 339 |
| 2018 | 3 | 1,830,857 | 602,191,708 | 329 |
| 2018 | 2 | 1,975,039 | 680,854,291 | 345 |
| 2018 | 1 | 2,392,943 | 804,362,651 | 336 |
| 2017 | 4 | 2,404,000 | 844,112,113 | 351 |
| 2017 | 3 | 2,015,537 | 728,018,476 | 361 |
| 2017 | 2 | 2,115,366 | 770,000,594 | 364 |
| 2017 | 1 | 3,406,615 | 1,355,863,443 | 398 |
| 2016 | 4 | 3,703,769 | 1,680,209,010 | 454 |
| 2016 | 3 | 3,605,129 | 1,472,204,924 | 408 |
| 2016 | 2 | 3,463,814 | 1,561,701,103 | 451 |
| 2016 | 1 | 3,377,351 | 1,671,915,488 | 495 |
| 2015 | 4 | 3,099,570 | 1,359,291,344 | 439 |
| 2015 | 3 | 2,786,264 | 1,323,780,039 | 475 |
| 2015 | 2 | 2,685,892 | 1,163,419,827 | 433 |
| 2015 | 1 | 3,034,252 | 1,245,528,031 | 410 |
| 2014 | 4 | 2,673,013 | 981,384,785 | 367 |
| 2014 | 3 | 2,879,603 | 998,038,325 | 347 |
| 2014 | 2 | 1,647,277 | 556,091,497 | 338 |
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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