MONTHLY AVERAGES
|
Daily Executed Volume (*shares)
|
143.9 Million
|
|
LeveL Market Share
|
.65%
|
|
Average Trade Size (shares)
|
154
|
|
Average Resting Order share size
|
805
|
|
Average IOC Order share Size
|
401
|
|
Executions at Midpoint (shares)
|
43%
|
|
Average Number of Symbols Matched Daily
|
6,622
|
EXECUTED VOLUME BY MARKET SECTOR
|
ETF & ETN
|
22.12%
|
|
Health Care
|
13.63%
|
|
Information Technology
|
11.49%
|
|
Financials
|
11.16%
|
|
Consumer Discretionary
|
10.82%
|
Industrials
|
6.88%
|
|
Energy
|
6.19%
|
|
Communication Services
|
5.33%
|
|
Materials
|
4.57%
|
|
Consumer Staples
|
3.14%
|
|
Real Estate
|
2.74%
|
|
Utilities
|
1.52%
|
|
Closed End & Trusts
|
.41%
|
EXECUTED VOLUME BY TRADE SIZE
|
5,000 + Shares
|
8%
|
|
1,000 - 4,999 Shares
|
16%
|
|
500 - 999 Shares
|
11%
|
|
1 - 499 Shares
|
65%
|
|
|
CONDITIONAL EXECUTIONS BY TRADE SIZE
AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP
MATCHED SHARES BY MARKET CAP
|
