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Product LoginMonthly Market Summary Definitions & Data Fields
The Monthly Market Summary provide a summarization of activity for a given month. The values are an aggregation of the months trading statistics specifically: Share Volume, Number of Trades, and the number of positions in NASDAQ Issues. The statistics are available for the NASDAQ Market as a whole. Monthly Market Activity data for a given month becomes available approximately on the tenth business day of the following month.
Total Volume
| Trades | Shares | |
|---|---|---|
| Block Trades | The Total Number of Block Trades reported in all NASDAQ Issues for the given month. A Block trade is a trade of 10,000 shares or greater. | The Total Number of Shares reported in Block Trades for all NASDAQ Issues for the given month. |
| Non-Block Trades | The Total Number of Non-Block Trades reported in all NASDAQ Issues for the given month. A Non-Block trade is any trade under 10,000 shares. | The Total Number of Shares reported in Non-Block Trades for all NASDAQ Issues for the given month. |
| Total Trades | The Total Number Trades reported in all NASDAQ Issues for the given month. | The Total Number of Shares reported in all Trades for all NASDAQ Issues for the given month. |
| Block Trades as % of Total Trades | The percentage of total trades reported in NASDAQ Issues that Block Trades comprise. | |
| Block Volume as % of Total Volume | The percentage of total Volume reported in NASDAQ Issues that Block Volume comprises. | |
Average Daily Activity
| Share Volume | Dollar Volume | # of Days in Month |
|---|---|---|
| The Average Daily Share Volume for all NASDAQ Issues for the given month. | The Average Daily Dollar Volume made up of all reported trades for the given month. Dollar Volume equals Share Volume times Price of the trade. | The ranking of the Market Participant in relation to other Market Participants volume in the NASDAQ Global Select Market or NASDAQ Global Market Issues for the given month. |
Markets and Positions
| Total Securities | The number of NASDAQ Issues on the last business date of the month. |
| Total Market Makers | The Total number of Market Participants that acted as a Market Maker (had a registered Position) in NASDAQ Issues on the last bsuiness date of the given month. |
| Total Market Maker Positions | The number of registered positions in all NASDAQ Issues on the last business date of the month. This does not include Order Entry firms; it includes Market Makers registered in an issue. |
| Market Maker Positions/Security | The average number of Market Participants registered in each NASDAQ Issue. The number of registered positions divided by the number of NASDAQ issues. This calculation serves as an indication of the breadth of the market and therefore liquidity afforded the average NASDAQ issue. . |
