Newsletters


11/08/2016
 
Posted By: Chiara Sarata

November 2016
NEWSLETTER

OCTOBER 2016 HIGHLIGHTS

  • Market Share: .75% - YTD HIGH
  • Average Trade Size (shares): 199 - YTD HIGH
  • Average Daily Symbols Executed: 4,591
  • 35% of ADV Executed at the Midpoint
  • 48% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve



OCTOBER 2016 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 95 Million
LeveL Market Share .75%
Average Trade Size (shares) 199
Average Resting Order share size 468
Average IOC Order share Size 363
Executions at Midpoint (shares) 35%
Number of Symbols Matched Daily 4,591

EXECUTED VOLUME BY MARKET SECTOR


ETF 18.87%
Information Technology 14.34%
Financials 12.06%
Energy 11.89%
Consumer Discretionary
10.81%
Health Care 8.28%
Materials 7.90%
Industrials
5.74%
Consumer Staples 4.91%
Telecommunication Services
2.69%
Utilities
2.02%
Closed-End Fund & Investment Trusts
.49%


EXECUTED VOLUME BY TRADE SIZE

100 - 400 Shares 62%
500 - 900 Shares 15%
1,000 - 4,900 Shares 21%
5,000 + Shares 2%

6 MONTH AVERAGE DAILY VOLUME AND MARKET SHARE*








AVERAGE EXECUTED MONTHLY SHARE VOLUME VS NBBO






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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