Table V-1

Number and Distribution of Trades in Sample by Order Size for Each Exchange

Table V-1: Number and Distribution of Trades in Sample by Order Size for Each Exchange
(One week of data for NYSE - four weeks of data for all other exchanges)
Number of Trades in SampleDistribution of Trades by Exchange
Order SizeNYSEBSECHXCSEPHLXPSENYSEBSECHXCSEPHLXPSE
100127,11825,239101,71349,56636,33869,3999.8%22.1%37.9%25.0%26.7%23.3%
101 - 200151,85025,10154,11850,26936,89872,20611.8%21.9%20.2%25.4%27.1%24.3%
201 - 30097,85312,61324,93823,48216,96435,1487.6%11.0%9.3%11.9%12.4%11.8%
301 - 40062,1256,69214,27311,1358,65618,5434.8%5.8%5.3%5.6%6.3%6.2%
401 - 500123,35311,03422,62318,37513,49328,7799.6%9.6%8.4%9.3%9.9%9.7%
501 - 1,000246,79117,64034,04728,11216,76446,24219.1%15.4%12.7%14.2%12.3%15.5%
1,001 - 5,000360,39014,59916,01215,4967,08626,13827.9%12.8%6.0%7.8%5.2%8.8%
5,001 or more121,9621,4956481,7251481,2529.4%1.3%0.2%0.9%0.1%0.4%
Total1,291,442114,413268,372198,160136,342297,707100.0%100.0%100.0%100.0%100.0%100.0%

 

Last modified: 1/25/2001