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November 2009

  • 1.13 billion shares handled per day in November, representing a 6.5% year-over-year increase
  • Matched share of 10.24%
  • 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 67 million
  • The ADV for MidPoint MatchSM was 5 million
 The table below shows Direct Edge’s market share broken out by listing market:

Listing Market
Handled Market Share
Matched Market Share
NYSE
14.42%
9.55%
NYSE Arca, NYSE Amex
13.11%
10.83%
NASDAQ
14.12%
11.33%

 
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.