MONTHLY AVERAGES
|
Daily Executed Volume (*shares)
|
95.7 Million
|
|
LeveL Market Share
|
.78%
|
|
Average Trade Size (shares)
|
194
|
|
Average Resting Order share size
|
548
|
|
Average IOC Order share Size
|
318
|
|
Executions at Midpoint (shares)
|
43%
|
|
Average Number of Symbols Matched Daily
|
4,615
|
EXECUTED VOLUME BY MARKET SECTOR
|
ETF & ETN
|
16.48%
|
|
Information Technology
|
13.80%
|
|
Consumer Discretionary
|
12.87%
|
|
Financials
|
11.83%
|
Energy
|
9.86%
|
|
Health Care
|
9.12%
|
|
Industrials
|
6.93%
|
Materials
|
6.22%
|
|
Consumer Staples
|
4.23%
|
|
Real Estate
|
3.66%
|
Telecommunication Services
|
2.51%
|
Utilities
|
2.14%
|
Closed End & Trusts
|
.35%
|
EXECUTED VOLUME BY TRADE SIZE
|
5,000
+ Shares
|
7%
|
1,000
- 4,900 Shares
|
17%
|
|
500 - 900 Shares
|
14%
|
|
100 - 400 Shares
|
62%
|
|
|
6 MONTH AVERAGE DAILY VOLUME AND MARKET SHARE*
AVERAGE EXECUTED MONTHLY SHARE VOLUME VS NBBO
MATCHED SHARES BY MARKET CAP
|
