MONTHLY AVERAGES 
Daily Executed Volume (*shares)
|
153 Million
|
LeveL Market Share
|
.68%
|
Average Trade Size (shares)
|
186
|
Average Resting Order share size
|
558
|
Average IOC Order share Size
|
418
|
Executions at Midpoint (shares)
|
41%
|
Average Number of Symbols Matched Daily
|
5,710
|
EXECUTED VOLUME BY MARKET SECTOR
ETF & ETN
|
17.76%
|
Health Care
|
15.16%
|
Consumer Discretionary
|
12.17%
|
Financials
|
9.90%
|
Information Technology
|
9.41%
|
Energy
|
8.72%
|
Industrials
|
8.44%
|
Communication Services
|
5.45%
|
Materials
|
4.92%
|
Real Estate
|
3.60%
|
Consumer Staples
|
2.73%
|
Utilities
|
1.41%
|
Closed End & Trusts
|
.33%
|
EXECUTED VOLUME BY TRADE SIZE
5,000 + Shares
|
10%
|
1,000 - 4,999 Shares
|
16%
|
500 - 999 Shares
|
12%
|
100 - 499 Shares
|
62%
|
|
|
CONDITIONAL EXECUTIONS BY TRADE SIZE


AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP


MATCHED SHARES BY MARKET CAP


|