Newsletters


09/05/2019
 
Posted By: Chiara Sarata

SEPTEMBER 2019
NEWSLETTER

AUGUST 2019 HIGHLIGHTS
  • Market Share: .76%
  • 47% of ADV Executed at the Midpoint
  • 56% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • LeveL ATS saw an average 2.8 Million shares executed Conditionally
  • Average Conditional Order Size: 8,808 shares
  • Average Conditional Order Execution Size: 1,388 shares
  • Median Conditional Response time: 3.067 milliseconds

Regards,
Steve
AUGUST TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 110.99 Million
LeveL Market Share .76%
Average Trade Size (shares) 183
Average Resting Order share size 548
Average IOC Order share Size 417
Executions at Midpoint (shares) 47%
Average Number of Symbols Matched Daily 4,963

EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 21.83%
Energy 11.83%
Information Technology 11.40%
Consumer Discretionary 9.70%
Health Care 9.37%
Financials
9.31%
Materials 6.26%
Communication Services 6.07%
Industrials 5.95%
Consumer Staples 3.30%
Real Estate 2.74%
Utilities 1.55%
Closed End & Trusts .69%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 7%
1,000 - 4,999 Shares 17%
500 - 999 Shares 13%
100 - 499 Shares 63%

CONDITIONAL EXECUTIONS BY TRADE BASKET










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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