MONTHLY AVERAGES |
Daily Executed Volume (*shares) |
111.23 Million | |
LeveL Market Share |
.81% | |
Average Trade Size (shares) |
185 | |
Average Resting Order share size |
617 | |
Average IOC Order share Size |
396 | |
Executions at Midpoint (shares) |
51% | |
Average Number of Symbols Matched Daily |
4,843 |
EXECUTED VOLUME BY MARKET SECTOR|
ETF & ETN |
16.71% | |
Energy |
12.62% | | Health Care |
12.50% | |
Information Technology |
11.41% | |
Consumer Discretionary |
10.52% |
Financials
|
8.30% | |
Communication Services |
7.25% | |
Industrials |
6.23% | |
Materials |
5.28% | |
Real Estate |
3.30% | |
Consumer Staples |
3.02% | |
Utilities |
2.16% | |
Closed End & Trusts |
.70% |
EXECUTED VOLUME BY TRADE SIZE|
5,000 + Shares |
7% | |
1,000 - 4,999 Shares |
16% | |
500 - 999 Shares |
14% | |
100 - 499 Shares |
63% |
| | CONDITIONAL EXECUTIONS BY TRADE BASKET
AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP
MATCHED SHARES BY MARKET CAP
|
