MONTHLY AVERAGES
|
Daily Executed Volume (*shares)
|
137.4 Million
|
|
LeveL Market Share
|
.63%
|
|
Average Trade Size (shares)
|
150
|
|
Average Resting Order share size
|
639
|
|
Average IOC Order share Size
|
375
|
|
Executions at Midpoint (shares)
|
43%
|
|
Average Number of Symbols Matched Daily
|
6,751
|
EXECUTED VOLUME BY MARKET SECTOR
|
ETF & ETN
|
26.94%
|
|
Health Care
|
13.50%
|
|
Information Technology
|
11.07%
|
|
Financials
|
10.67%
|
|
Consumer Discretionary
|
9.62%
|
Industrials
|
6.19%
|
|
Energy
|
5.38%
|
|
Communication Services
|
5.33%
|
|
Materials
|
4.32%
|
|
Consumer Staples
|
2.58%
|
|
Real Estate
|
2.52%
|
|
Utilities
|
1.39%
|
|
Closed End & Trusts
|
.49%
|
EXECUTED VOLUME BY TRADE SIZE
|
5,000 + Shares
|
8%
|
|
1,000 - 4,999 Shares
|
17%
|
|
500 - 999 Shares
|
11%
|
|
1 - 499 Shares
|
64%
|
MATCHED SHARES BY MARKET CAP
|
Large Cap
|
44%
|
|
Mid Cap
|
25%
|
|
Small Cap
|
31%
|
|
|
CONDITIONAL EXECUTIONS BY TRADE SIZE
AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP
VWAP MONTHLY ADV
|
