The Nasdaq Stock Market Inc. reported that it captured more market share and share volume in NYSE-listed securities in July.

The exchange said that during the month, Nasdaq’s average daily share volume in NYSE-listed securities was approximately 618.2 million, compared with 594.6 million in June and 315.3 million in July 2005. Nasdaq’s total market share in NYSE-listed securities in July was 25.5%. Included in the total market share figure for July is 14.7% in NYSE-listed securities executed by broker-dealers and reported to Nasdaq.

Nasdaq’s total market share in Nasdaq-listed securities in July was 76.2%. Included in the total market share figure for July is 27.4% in Nasdaq securities executed by broker-dealers and reported to Nasdaq, compared to 29% in June.

The total market share in Nasdaq-listed securities includes total share volume of Nasdaq-listed securities that are executed on the Nasdaq Market Center, INET and/or Brut books, plus internalized volume, as a percentage of total consolidated Nasdaq market volume. Shares routed to other market centers for execution are not included.

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 internalized volume as a percentage of total consolidated NYSE market volume.