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. 9-13.
The data indicated that during Nov. 9-13, program trading amounted to 28.2 percent of NYSE average daily volume of 2,251.6 million shares1, or 635.6 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.
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