Newsletters


01/06/2020
 
Posted By: Chiara Sarata

JANUARY 2020
NEWSLETTER

DECEMBER 2019 HIGHLIGHTS

  • Market Share: .72%
  • 50% 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 2.24 Million shares executed Conditionally
  • Average Conditional Order Size: 8,346 shares
  • Average Conditional Order Execution Size: 1,428 shares
  • Median Conditional Response time: 4.195 milliseconds

Regards,
Steve
DECEMBER TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 97.5 Million
LeveL Market Share .72%
Average Trade Size (shares) 184
Average Resting Order share size 602
Average IOC Order share Size 392
Executions at Midpoint (shares) 50%
Average Number of Symbols Matched Daily 4,947

EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 18.98%
Health Care 13.02%
Energy 11.72%
Information Technology 10.57%
Consumer Discretionary 9.83%
Financials
8.95%
Communication Services 6.21%
Industrials 6.09%
Materials 5.48%
Real Estate 3.49%
Consumer Staples 2.60%
Utilities 2.02%
Closed End & Trusts 1.04%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 7%
1,000 - 4,999 Shares 16%
500 - 999 Shares 14%
100 - 499 Shares 63%

CONDITIONAL EXECUTIONS BY TRADE BASKET







AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP







MATCHED SHARES BY MARKET CAP






To view our monthly Aggregate Data Page, which includes additional platform data, click here

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