Table V-3A

Number of Sample Trades in 1/8 Point Markets by Exchange and Order Size for Market and Marketable Limit Orders in NYSE-Listed Issues

Table V-3A: Number of Sample Trades in 1/8 Point Markets by Exchange and Order Size
for Market and Marketable Limit Orders in NYSE-Listed Issues
Order SizeOrder TypeNYSEBSECHXCSEPHLXPSE
100 SharesMarket Orders56,38716,41466,83536,09724,98245,467
Marketable Limits12,2731,8607,6273,3832,2064,936
Both68,66018,27474,46239,48027,18850,403
101-200 SharesMarket Orders69,90715,92332,82337,13025,00647,725
Marketable Limits15,2792,1585,5413,7882,5545,646
Both85,18618,08138,36440,91827,56053,371
201-300 SharesMarket Orders39,9347,57414,48716,68510,93722,226
Marketable Limits12,1291,3332,9082,0241,5313,278
Both52,0638,90717,39518,70912,46825,504
301-400 SharesMarket Orders22,2983,9858,3647,9505,50211,829
Marketable Limits8,7777781,7461,0478111,776
Both31,0754,76310,1108,9976,31313,605
401-500 SharesMarket Orders32,6895,71711,58211,3257,51816,391
Marketable Limits21,0151,4513,5272,1241,7103,444
Both53,7047,16815,10913,4499,22819,835
501-1,000 SharesMarket Orders56,2008,32817,23514,8529,20823,621
Marketable Limits47,5042,9946,1453,9692,6236,532
Both103,70411,32223,38018,82111,83130,153
1,001-5,000 SharesMarket Orders51,6156,2288,2866,7113,38610,745
Marketable Limits86,6682,7783,2492,6411,6395,360
Both138,2839,00611,5359,3525,02516,105
5,001 or More SharesMarket Orders7,68845743251449324
Marketable Limits30,1054078045750443
Both37,79386451297199767
All OrdersMarket Orders336,71864,626160,044131,26486,588178,328
Marketable Limits233,75013,75930,82319,43313,12431,415
Both570,46878,385190,867150,69799,712209,743
Includes one week of data for the NYSE and four weeks of data for the regional exchanges.

Last modified: 1/24/2001