I don't know what their average profit per trade is. I have never figured it out for myself. I do know that you don't have to average much at all, say 3 cents a share , to make good money when trading 4 million share a month. Plug in some numbers with total costs being around 1 cent a share. The big traders are inabout 1000 shares all day, losing on 1000 and when it is a good trade they try to get another 4-10thousand shares.