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The Securities and Exchange Commission’s Rule 605 (formerly 11Ac1-5) requires stock exchanges, dealers, and other market centers to provide selected data on selected order executions. NYSE Euronext provides statistics in accordance with this mandate: Rule 605 NYSE MKT Data
Please note that this information may not be directly comparable to data displayed by other market centers due to differences in market structures and computation methods. SEC-required data does not account for quoted depth in spread calculations, the economic impact of order flow payment on brokerage customers,the costs of institutional trading, or the cost of institutional trading or order flow payment to brokerage customers.