MONTHLY AVERAGES |
Daily Executed Volume (*shares) |
116.3 Million | |
LeveL Market Share |
.83% | |
Average Trade Size (shares) |
197 | |
Average Resting Order share size |
452 | |
Average IOC Order share Size |
432 | |
Executions at Midpoint (shares) |
49% | |
Average Number of Symbols Matched Daily |
5,195 |
EXECUTED VOLUME BY MARKET SECTOR|
ETF & ETN |
18.35% | |
Information Technology |
12.35% | |
Energy |
11.06% | |
Health Care |
10.55% | |
Consumer Discretionary |
10.01% | |
Financials |
9.05% | |
Communication Services |
6.98% | |
Materials |
6.41% | |
Industrials |
5.75% | |
Real Estate |
3.55% | |
Consumer Staples |
3.44% | |
Utilities |
1.87% | |
Closed End & Trusts |
.63% |
EXECUTED VOLUME BY TRADE SIZE|
5,000 + Shares |
8% | |
1,000 - 4,999 Shares |
18% | |
500 - 999 Shares |
14% | |
100 - 499 Shares |
60% |
| | CONDITIONAL EXECUTIONS BY TRADE BASKET
AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP
MATCHED SHARES BY MARKET CAP
 |
