Newsletters


01/06/2017
 
Posted By: Chiara Sarata

January 2017
NEWSLETTER

December 2016 HIGHLIGHTS

  • Market Share: .65%
  • Average Trade Size (shares): 195
  • Average Daily Symbols Executed: 4,558
  • 39% of ADV Executed at the Midpoint
  • 50% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve



DECEMBER 2016 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 91 Million
LeveL Market Share .65%
Average Trade Size (shares) 195
Average Resting Order share size 496
Average IOC Order share Size 385
Executions at Midpoint (shares) 39%
Number of Symbols Matched Daily 4,558

EXECUTED VOLUME BY MARKET SECTOR


ETF 21.33%
Information Technology 13.32%
Financials 13.03%
Consumer Discretionary 11.44%
Energy
11.12%
Health Care 8.80%
Materials 6.98%
Industrials
5.23%
Consumer Staples 4.04%
Telecommunication Services
2.26%
Utilities
1.82%
Closed-End Fund & Investment Trusts
.64%


EXECUTED VOLUME BY TRADE SIZE

100 - 400 Shares 63%
500 - 900 Shares 15%
1,000 - 4,900 Shares 18%
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).
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