MONTHLY AVERAGES
|
Daily Executed Volume (*shares)
|
113 Million
|
|
LeveL Market Share
|
.76%
|
|
Average Trade Size (shares)
|
197
|
|
Average Resting Order share size
|
395
|
|
Average IOC Order share Size
|
378
|
|
Executions at Midpoint (shares)
|
47%
|
|
Average Number of Symbols Matched Daily
|
5,040
|
EXECUTED VOLUME BY MARKET SECTOR
|
ETF & ETN
|
17.41%
|
|
Health Care
|
12.67%
|
|
Information Technology
|
11.20%
|
|
Consumer Discretionary
|
10.33%
|
Energy
|
9.79%
|
|
Financials
|
9.57%
|
|
Communication Services
|
6.93%
|
Industrials
|
6.48%
|
|
Materials
|
5.74%
|
|
Consumer Staples
|
4.06%
|
Real Estate
|
3.47%
|
Utilities
|
1.71%
|
Closed End & Trusts
|
.64%
|
EXECUTED VOLUME BY TRADE SIZE
|
5,000
+ Shares
|
7%
|
1,000
- 4,999 Shares
|
19%
|
|
500 - 999 Shares
|
14%
|
|
100 - 499 Shares
|
60%
|
|
|
MONTH AVERAGE DAILY VOLUME AND MARKET SHARE*
AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP
MATCHED SHARES BY MARKET CAP
|
