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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 Size	Order Type	NYSE	BSE	CHX	CSE	PHLX	PSE

100 Shares	Market Orders	56,387	16,414	66,835	36,097	24,982	45,467
	Marketable Limits	12,273	1,860	7,627	3,383	2,206	4,936
	Both	68,660	18,274	74,462	39,480	27,188	50,403

101-200 Shares	Market Orders	69,907	15,923	32,823	37,130	25,006	47,725
	Marketable Limits	15,279	2,158	5,541	3,788	2,554	5,646
	Both	85,186	18,081	38,364	40,918	27,560	53,371

201-300 Shares	Market Orders	39,934	7,574	14,487	16,685	10,937	22,226
	Marketable Limits	12,129	1,333	2,908	2,024	1,531	3,278
	Both	52,063	8,907	17,395	18,709	12,468	25,504

301-400 Shares	Market Orders	22,298	3,985	8,364	7,950	5,502	11,829
	Marketable Limits	8,777	778	1,746	1,047	811	1,776
	Both	31,075	4,763	10,110	8,997	6,313	13,605

401-500 Shares	Market Orders	32,689	5,717	11,582	11,325	7,518	16,391
	Marketable Limits	21,015	1,451	3,527	2,124	1,710	3,444
	Both	53,704	7,168	15,109	13,449	9,228	19,835

501-1,000 Shares	Market Orders	56,200	8,328	17,235	14,852	9,208	23,621
	Marketable Limits	47,504	2,994	6,145	3,969	2,623	6,532
	Both	103,704	11,322	23,380	18,821	11,831	30,153

1,001-5,000 Shares	Market Orders	51,615	6,228	8,286	6,711	3,386	10,745
	Marketable Limits	86,668	2,778	3,249	2,641	1,639	5,360
	Both	138,283	9,006	11,535	9,352	5,025	16,105

5,001 or More Shares	Market Orders	7,688	457	432	514	49	324
	Marketable Limits	30,105	407	80	457	50	443
	Both	37,793	864	512	971	99	767

All Orders	Market Orders	336,718	64,626	160,044	131,264	86,588	178,328
	Marketable Limits	233,750	13,759	30,823	19,433	13,124	31,415
	Both	570,468	78,385	190,867	150,697	99,712	209,743
Includes one week of data for the NYSE and four weeks of data for the regional exchanges.

Last modified: 1/24/2001