Newsletters


12/10/2018
 
Posted By: Chiara Sarata

DECEMBER 2018
NEWSLETTER

NOVEMBER 2018 HIGHLIGHTS

  • Market Share: .85%
  • 49% of ADV Executed at the Midpoint
  • 54% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • Average Conditional Order Size: 26,995 shares
  • Average Conditional Order Execution Size: 3,674 shares
  • Average Small Cap Conditional Execution Size: 4,050 shares

Regards,
Steve


NOVEMBER 2018 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 132 Million
LeveL Market Share .85%
Average Trade Size (shares) 198
Average Resting Order share size 438
Average IOC Order share Size 363
Executions at Midpoint (shares) 49%
Average Number of Symbols Matched Daily 4,914

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 20.18%
Information Technology 12.41%
Energy 11.71%
Consumer Discretionary 9.89%
Health Care
9.12%
Financials 8.87%
Industrials 6.92%
Communication Services
6.68%
Materials 4.92%
Consumer Staples 3.44%
Real Estate
3.23%
Utilities
2.05%
Closed End & Trusts
.58%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 6%
1,000 - 4,999 Shares
19%
500 - 999 Shares 15%
100 - 499 Shares 60%

MONTH AVERAGE DAILY VOLUME AND MARKET SHARE*







AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP








MATCHED SHARES BY MARKET CAP














* Figures are double-counted to include all volume traded on LeveL ATS (i.e., both sides of the transaction).
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