MONTHLY AVERAGES 
Daily Executed Volume (*shares)
|
195 Million
|
LeveL Market Share
|
.62%
|
Average Trade Size (shares)
|
194
|
Average Resting Order share size
|
1,753
|
Average IOC Order share Size
|
469
|
Executions at Midpoint (shares)
|
39%
|
Average Number of Symbols Matched Daily
|
6,398
|
EXECUTED VOLUME BY MARKET SECTOR
Health Care
|
18.28%
|
ETF & ETN
|
17.32%
|
Information Technology
|
11.51%
|
Consumer Discretionary
|
10.76%
|
Financials
|
10.60%
|
Industrials
|
8.03%
|
Communication Services
|
6.75%
|
Energy
|
6.46%
|
Materials
|
4.41%
|
Consumer Staples
|
2.43%
|
Real Estate
|
1.90%
|
Utilities
|
1.14%
|
Closed End & Trusts
|
.41%
|
EXECUTED VOLUME BY TRADE SIZE
5,000 + Shares
|
11%
|
1,000 - 4,999 Shares
|
19%
|
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


|