Newsletters


12/05/2016
 
Posted By: Chiara Sarata

December 2016
NEWSLETTER

NOVEMBER 2016 HIGHLIGHTS

  • Market Share: .74%
  • Average Trade Size (shares): 199
  • Average Daily Symbols Executed: 4,649
  • 37% of ADV Executed at the Midpoint
  • 48% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve



NOVEMBER 2016 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 118 Million
LeveL Market Share .74%
Average Trade Size (shares) 199
Average Resting Order share size 517
Average IOC Order share Size 370
Executions at Midpoint (shares) 37%
Number of Symbols Matched Daily 4,649

EXECUTED VOLUME BY MARKET SECTOR


ETF 20.95%
Information Technology 13.90%
Financials 12.81%
Consumer Discretionary 11.17%
Energy
9.81%
Health Care 8.83%
Materials 7.64%
Industrials
5.72%
Consumer Staples 4.35%
Telecommunication Services
2.53%
Utilities
1.78%
Closed-End Fund & Investment Trusts
.51%


EXECUTED VOLUME BY TRADE SIZE

100 - 400 Shares 62%
500 - 900 Shares 15%
1,000 - 4,900 Shares 19%
5,000 + Shares 4%

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).
For Broker Dealer Use Only - Not For Use With the Public - eBX LLC Member FINRA and SIPC



Member FINRA and SIPC
© LeveL ATS. All Rights Reserved