MONTHLY AVERAGES
 |
Daily Executed Volume (*shares) |
127 Million | |
LeveL Market Share |
.65% | |
Average Trade Size (shares) |
161 | |
Average Resting Order share size |
833 | |
Average IOC Order share Size |
370 | |
Executions at Midpoint (shares) |
43% | |
Average Number of Symbols Matched Daily |
6,132 |
EXECUTED VOLUME BY MARKET SECTOR
|
ETF & ETN |
19.89% | |
Information Technology | 12.90% | |
Health Care |
12.69% | |
Consumer Discretionary |
11.90% | |
Financials |
10.85% | Industrials
|
8.13% | |
Communication Services |
6.07% | |
Energy |
6.05% | |
Materials |
4.34% | |
Real Estate | 2.97% | |
Consumer Staples |
2.32% | |
Utilities |
1.42% | |
Closed End & Trusts |
.47% |
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
|
