July 2014 FIF Market Dynamics Report – Executive Summary

OTC Market Share of NMS Securities

• In July 2014, off-exchange trading accounted for 37.2% of the shares traded in NMS Equity Securities, a decrease of 1.2% compared to last month.

Average Trade/Contract Size

• For NYSE Listed, average trade size was 199 shares, a 3.9% decrease over last month. On a year over year basis, average trade size decreased 18.5%.
• For NASDAQ Listed, average trade size was 206 shares, 6.1% lower than last month. Average trade size decreased 18.0% on an annual basis.
• Average contract size for US Equity Options was 10 this month.

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