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 Sept. 7-10.
The data indicated that during Sept. 7-10, program trading amounted to 29.0 percent of NYSE average daily volume of 1,666.2 million shares1, or 483.4 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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