		Home \| Jobs \| Fast Answers \| Site Map \| Search

Litigation

Divisions

Table V-3C

Number of Sample Trades in 3/8 Point Markets by Exchange and Order Size

Table V-3C: Number of Sample Trades in 3/8 Point Markets by Exchange and Order Size
for Market and Marketable Limit Orders in NYSE-Listed Issues


Order Size	Order Type	NYSE	BSE	CHX	CSE	PHLX	PSE

100 Shares	Market Orders	1,872	220	1,578	106	376	711
	Marketable Limits	217	12	85	9	22	54
	Both	2,089	232	1,663	115	398	765

101-200 Shares	Market Orders	2,276	170	716	67	368	561
	Marketable Limits	223	36	63	5	32	42
	Both	2,509	206	779	72	400	603

201-300 Shares	Market Orders	1,202	85	314	39	181	254
	Marketable Limits	126	15	28	1	10	17
	Both	1,328	100	342	40	191	271

301-400 Shares	Market Orders	658	43	162	15	78	107
	Marketable Limits	93	14	13	1	8	6
	Both	751	57	175	16	86	113

401-500 Shares	Market Orders	1,217	76	277	29	133	162
	Marketable Limits	258	15	49	3	32	20
	Both	1,475	91	326	32	165	182

501-1,000 Shares	Market Orders	1,783	86	320	35	134	262
	Marketable Limits	478	18	59	4	23	51
	Both	2,261	104	379	39	157	313

1,001-5,000 Shares	Market Orders	1,575	65	127	18	39	120
	Marketable Limits	656	16	18	2	16	46
	Both	2,231	81	145	20	55	166

5,001 or More Shares	Market Orders	246	--	5	--	--	2
	Marketable Limits	132	--	2	--	--	1
	Both	378	--	7	--	--	3

All Orders	Market Orders	10,829	745	3,499	309	1,309	2,179
	Marketable Limits	2,193	126	317	25	143	236
	Both	13,022	871	3,816	334	1,452	2,415
Includes one week of data for the NYSE and four weeks of data for the regional exchanges.

Last modified: 1/24/2001