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 Mar. 29-Apr. 2.
The data indicated that during Mar. 29-Apr. 2, program trading amounted to 27.9 percent of NYSE average daily volume of 2,074.7 million shares1, or 578.8 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.
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