Summary Metrics by Decile and Quartile

Description

These datasets provide metrics partitioned by market capitalization, price, volatility, and turnover. The stock market activity metrics are partitioned by decile and the ETP metrics by quartile.

Resources

Name Format Description Link
57 decile_quartile_2024_q3.zip https://www.sec.gov/files/opa/data/market-structure/summary-metrics-decile-quartile/decile_quartile_2024_q3.zip
57 decile_quartile_2024_q1.zip https://www.sec.gov/files/opa/data/market-structure/summary-metrics-decile-and-quartile/decile_quartile_2024_q1.zip
57 decile_quartile_2024_q2.zip https://www.sec.gov/files/opa/data/market-structure/summary-metrics-decile-quartile/decile_quartile_2024_q2.zip
57 decile_quartile_2025_q1.zip https://www.sec.gov/files/opa/data/market-structure/summary-metrics-decile-quartile/decile_quartile_2025_q1.zip
57 decile_quartile_2025_q2.zip https://www.sec.gov/files/opa/data/market-structure/summary-metrics-decile-quartile/decile_quartile_2025_q2.zip
57 decile_quartile_2025_q3.zip https://www.sec.gov/files/opa/data/market-structure/summary-metrics-decile-quartile/decile_quartile_2025_q3.zip
57 decile_quartile_2025_q4.zip https://www.sec.gov/files/opa/data/market-structure/summary-metrics-decile-quartile/decile_quartile_2025_q4.zip

Tags

  • data-sets
  • sec-markets-and-data
  • market-structure

Topics

Categories