MONTHLY AVERAGES 
Daily Executed Volume (*shares)
|
141 Million
|
LeveL Market Share
|
.64%
|
Average Trade Size (shares)
|
199
|
Average Resting Order share size
|
1,073
|
Average IOC Order share Size
|
436
|
Executions at Midpoint (shares)
|
45%
|
Average Number of Symbols Matched Daily
|
6,039
|
EXECUTED VOLUME BY MARKET SECTOR
Health Care
|
22.89%
|
ETF & ETN
|
16.20%
|
Information Technology
|
10.28%
|
Financials
|
10.21%
|
Consumer Discretionary
|
9.78%
|
Energy
|
7.18%
|
Industrials
|
7.02%
|
Communication Services
|
5.37%
|
Materials
|
4.20%
|
Real Estate
|
2.61%
|
Consumer Staples
|
2.51%
|
Utilities
|
1.26%
|
Closed End & Trusts
|
.49%
|
EXECUTED VOLUME BY TRADE SIZE
5,000 + Shares
|
12%
|
1,000 - 4,999 Shares
|
18%
|
500 - 999 Shares
|
12%
|
100 - 499 Shares
|
58%
|
|
|
CONDITIONAL EXECUTIONS BY TRADE SIZE


AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP


MATCHED SHARES BY MARKET CAP


|