MONTHLY AVERAGES
 |
Daily Executed Volume (*shares) |
121 Million | |
LeveL Market Share |
.67% | |
Average Trade Size (shares) |
158 | |
Average Resting Order share size |
910 | |
Average IOC Order share Size |
361 | |
Executions at Midpoint (shares) |
44% | |
Average Number of Symbols Matched Daily |
6,119 |
EXECUTED VOLUME BY MARKET SECTOR
|
ETF & ETN |
20.10% | |
Health Care |
13.93% | |
Information Technology |
11.72% | |
Consumer Discretionary |
11.69% | |
Financials |
10.58% |
Industrials
|
6.91% | |
Communication Services |
6.42% | |
Energy |
6.20% | |
Materials |
4.73% | |
Consumer Staples |
2.94% | |
Real Estate |
2.84% | |
Utilities |
1.51% | |
Closed End & Trusts |
.43% |
EXECUTED VOLUME BY TRADE SIZE|
5,000 + Shares |
8% | |
1,000 - 4,999 Shares |
15% | |
500 - 999 Shares |
11% | |
1 - 499 Shares |
66% |
| |
CONDITIONAL EXECUTIONS BY TRADE SIZE
AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP
MATCHED SHARES BY MARKET CAP
|
