NASDAQ's total market share in NYSE-listed securities in November was 30.8%. Included in the total market share figure for November is 16.8% in NYSE-listed securities executed by broker-dealers and reported to NASDAQ.
The table below shows NASDAQ's market share in several individual NYSE-listed securities during November:
For the month, NASDAQ achieved total market share of over 30% in 155 NYSE-listed companies priced over $10 with average daily trading volume of more than 1 million shares. NASDAQ's market share in the following 20 companies was over 40%:
EMC Corp. ( NYSE: EMC), Provident Energy Trust (NYSE: PVX), Advantage Energy Income Fund (NYSE: AAV), Interpublic Group of Companies (NYSE: IPG), Silver Wheaton Corporation (NYSE: SLW), Pengrowth Energy Trust (NYSE: PGH), Canetic Resources Trust (NYSE: CNE), Reader's Digest Association, Inc. (NYSE: RDA), PrimeWest Energy Trust (NYSE: PWI), Duke Realty Corp. (NYSE: DRE), Commerce Bancorp (NYSE: CBH), ARAMARK Corporation (NYSE: RMK), ABB Ltd. (NYSE: ABB), BellSouth Corp. (NYSE: BLS) Advanced Micro Devices, Inc. (NYSE: AMD) Fording Canadian Coal Trust (NYSE: FDG), Titanium Metals Corporation (NYSE: TIE), Harvest Energy Trust (NYSE: HTE) Equity Office Properties Trust (NYSE: EOP), AT&T Inc. (NYSE: T)
Total market share in NASDAQ-listed securities was 71.5% in November compared to 75.8% in October. Included in the total market share figure for November is 26.7% in NASDAQ securities executed by broker-dealers and reported to the NASD/NASDAQ Trade Reporting Facility (TRF), a facility of NASD that is operated by NASDAQ, compared to 27.8% in October.
Matched market share in NASDAQ-listed securities in November was 44.8% compared to 48.0% in October. NASDAQ's touched market share in NASDAQ-listed securities in November was 49.1% compared to 54.2% the previous month. As expected, NASDAQ matched and touched market share experienced a decline as a result of NASDAQ's migration to the new Single Book system. NASDAQ has seen market share improvement in December as firms' trading behaviors adjust to the new Single Book.
"Total market share" in NASDAQ-listed securities is based on all share volume reported to the consolidated tape using NASDAQ-operated systems. This includes total share volume of NASDAQ-listed securities that are executed on the NASDAQ Stock Market LLC, NASDAQ's recently launched national securities exchange, plus trades reported through the NASD/NASDAQ Trade Reporting Facility (TRF), a facility of NASD that is operated by NASDAQ, as a percentage of total consolidated NASDAQ market volume. Shares routed to other market centers for execution are not included in "total market share". This data is single counted.
"Total market share" in NYSE-listed securities is based on total share volume of NYSE-listed securities that are executed on the NASDAQ Market Center, INET and/or Brut books, plus trade reported volume as a percentage of total consolidated NYSE market volume.
Matched market share represents total share volume of NASDAQ or NYSE-listed securities that are executed on the NASDAQ Market Center, INET or Brut books as a percentage of total consolidated NASDAQ or NYSE market volume.
Touched market share represents total share volume of NASDAQ or NYSE-listed securities that are executed on the NASDAQ Market Center, INET or Brut books plus volume of shares routed to other market centers for execution, as a percentage of consolidated NASDAQ or NYSE market volume.
