MONTHLY AVERAGES
|
Daily Executed Volume (*shares)
|
162.6 Million
|
|
LeveL Market Share
|
.66%
|
|
Average Trade Size (shares)
|
146
|
|
Average Resting Order share size
|
595
|
|
Average IOC Order share Size
|
401
|
|
Executions at Midpoint (shares)
|
39%
|
|
Average Number of Symbols Matched Daily
|
6,870
|
EXECUTED VOLUME BY MARKET SECTOR
|
ETF & ETN
|
28.66%
|
|
Information Technology
|
11.35%
|
|
Health Care
|
10.70%
|
|
Financials
|
10.39%
|
|
Consumer Discretionary
|
10.00%
|
Communication Services
|
6.16%
|
|
Industrials
|
6.11%
|
|
Energy
|
5.64%
|
|
Materials
|
4.29%
|
|
Consumer Staples
|
2.66%
|
|
Real Estate
|
2.21%
|
|
Utilities
|
1.37%
|
|
Closed End & Trusts
|
.46%
|
EXECUTED VOLUME BY TRADE SIZE
|
5,000 + Shares
|
9%
|
|
1,000 - 4,999 Shares
|
16%
|
|
500 - 999 Shares
|
11%
|
|
1 - 499 Shares
|
64%
|
MATCHED SHARES BY MARKET CAP
|
Large Cap
|
48%
|
|
Mid Cap
|
25%
|
|
Small Cap
|
27%
|
|
|
CONDITIONAL EXECUTIONS BY TRADE SIZE
AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP
VWAP MONTHLY ADV
|
