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December 2009

  • 1.10 billion shares handled per day in December, representing a 1.7% year-over-year increase
  • Matched share of 10.26%
  • Direct Edge’s matched market share ranked third among all U.S. equity markets, behind only the NYSE and NASDAQ
  • The ADV (Average Daily Volume) for the Enhanced Liquidity Provider (ELP) Program was 52 million
  • The ADV for MidPoint MatchSM was 6 million

 The table below shows Direct Edge’s market share broken out by listing market:

Listing Market

Handled Market Share

Matched Market Share

NYSE

14.38%

9.39%

NYSE Arca, NYSE Amex

13.78%

11.03%

NASDAQ

15.19%

11.85%

 

 
All volume and market share statistics reflect single-counted data across all Direct Edge trading destinations—EDGA, EDGX, and the ISE Stock Exchange. For a detailed explanation of Direct Edge’s volume and market share terminology and methodology, please click here.