MONTHLY AVERAGES
|
Daily Executed Volume (*shares)
|
102 Million
|
|
LeveL Market Share
|
.81%
|
|
Average Trade Size (shares)
|
194
|
|
Average Resting Order share size
|
537
|
|
Average IOC Order share Size
|
434
|
|
Executions at Midpoint (shares)
|
50%
|
|
Average Number of Symbols Matched Daily
|
4,879
|
EXECUTED VOLUME BY MARKET SECTOR
|
ETF & ETN
|
16.78%
|
|
Energy
|
12.87%
|
|
Information Technology
|
12.16%
|
|
Health Care
|
10.93%
|
|
Financials
|
9.81%
|
Consumer Discretionary
|
9.33%
|
|
Communication Services
|
6.86%
|
|
Industrials
|
6.42%
|
|
Materials
|
6.06%
|
|
Real Estate
|
3.32%
|
|
Consumer Staples
|
3.16%
|
|
Utilities
|
1.62%
|
|
Closed End & Trusts
|
.68%
|
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
|
