ITG Releases May 2018 U.S. Trading Volumes and Provides International Trading Commission Update
ITG U.S. Trading Activity
In addition to overall U.S. trading volumes, ITG also provides a monthly summary of average daily volume (double-counted) and average trade size for the POSIT® crossing network and POSIT Alert.
|# of Trade Days||Total U.S. Volume||Average U.S. Daily Volume||Average POSIT Daily Volume||Average POSIT Trade Size||Average POSIT Alert Daily Volume||Average POSIT Alert Trade Size||Avg. POSIT Alert Trade Size Ex-Algos*|
|*Excluding shares crossed through POSIT Alert from ITG algorithms|
ITG’s average revenue capture per share in
International Trading Activity
The average daily trading commissions in
These statistics are preliminary and may be revised in subsequent updates and public filings. Volume statistics are posted on the investor relations section of ITG’s website, investor.itg.com and are available via a downloadable spreadsheet file.
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Source: Investment Technology Group, Inc.