The New York Stock Exchange, a subsidiary of NYSE Euronext (NYX), today released its weekly program-trading data compiled from member firms’ executed volume from NYSE’s orders database. The report includes trading on the NYSE for Nov. 23-27.
The data indicated that during Nov. 23-27, program trading amounted to 26.3 percent of NYSE average daily volume of 1,748.6 million shares1, or 460.6 million program shares traded per day.
Program trading encompasses a wide range of portfolio-trading strategies involving the purchase or sale of a basket of at least 15 stocks.
View the Top 20 Most Active (pdf format)