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IEX ATS Statistics

Statistics of Interest

IEX will be using the SEC Market Structure Division’s ATS statistics as a benchmark for key performance metrics of the IEX ATS as compared to other ATS's (see: SEC October White Paper on ATS's).

We specifically highlight the "Five Largest ATS's" since IEX is a continuous market and is best compared against other continuous ATS's.

We will begin publishing top brokers, aggregate volume and trading statistics once we get the proper permissions and establish a wider breadth of subscribers trading.

Below are key statistics of interest for November 2013:

IEX Five Largest ATS1 All Venues1
Average Order Size 816 364 374
Average Aggregate Fill Size 320 219 232
(1) Source: SEC ATS White Paper - Page 8, Table 3


IEX Median ATS2
% of Fills: 100 Shares 67.01% 67.17%
% of Fills: 101-199 Shares 1.05% 0.36%
% of Fills: 200-299 Shares 11.72% 13.40%
% of Fills: 300-399 Shares 4.95% 6.05%
% of Fills: 400-499 Shares 3.44% 3.16%
% of Fills: 500-999 Shares 7.12% 5.86%
% of Fills: 1,000-4,999 Shares 3.97% 3.23%
% of Fills: 5,000 - 9,999 shares 0.43% 0.18%
% of Fills: >= 10,000 shares 0.32% 0.08%
(2) Source: SEC ATS White Paper - Page 11, Table 4


Double-counted Single-counted
IEX Average Daily Volume 5,806,742 2,903,371