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Table V-3B

Number of Sample Trades in 1/4 Point Markets by Exchange and Order Size

Table V-3B: Number of Sample Trades in 1/4 Point Markets by Exchange and Order Size
for Market and Marketable Limit Orders in NYSE-Listed Issues


Order Size	Order Type	NYSE	BSE	CHX	CSE	PHLX	PSE

100 Shares	Market Orders	16,644	3,409	15,981	4,944	5,224	10,139
	Marketable Limits	1,372	293	1,016	273	304	641
	Both	18,016	3,702	16,997	5,217	5,528	10,780

101-200 Shares	Market Orders	19,697	3,221	7,567	4,343	5,325	9,604
	Marketable Limits	1,582	331	652	256	335	674
	Both	21,279	3,552	8,219	4,599	5,660	10,278

201-300 Shares	Market Orders	10,833	1,613	3,433	1,904	2,247	4,324
	Marketable Limits	1,090	194	330	113	153	354
	Both	11,923	1,807	3,763	2,017	2,400	4,678

301-400 Shares	Market Orders	5,923	807	1,861	800	1,165	2,148
	Marketable Limits	694	102	192	55	115	200
	Both	6,617	909	2,053	855	1,280	2,348

401-500 Shares	Market Orders	9,611	1,147	2,727	1,284	1,614	2,922
	Marketable Limits	2,221	183	411	119	210	348
	Both	11,832	1,330	3,138	1,403	1,824	3,270

501-1,000 Shares	Market Orders	15,685	1,654	3,617	1,685	1,771	4,184
	Marketable Limits	4,614	358	677	228	272	577
	Both	20,299	2,012	4,294	1,913	2,043	4,761

1,001-5,000 Shares	Market Orders	14,805	1,446	1,716	788	683	1,952
	Marketable Limits	7,998	338	306	161	144	463
	Both	22,803	1,784	2,022	949	827	2,415

5,001 or More Shares	Market Orders	2,048	55	81	56	9	33
	Marketable Limits	2,394	40	4	13	1	32
	Both	4,442	95	85	69	10	65

All Orders	Market Orders	95,246	13,352	36,983	15,804	18,038	35,306
	Marketable Limits	21,965	1,839	3,588	1,218	1,534	3,289
	Both	117,211	15,191	40,571	17,022	19,572	38,595
Includes one week of data for the NYSE and four weeks of data for the regional exchanges.

Last modified: 1/24/2001