Newsletters


02/07/2017
 
Posted By: Chiara Sarata

FEBRUARY 2017
NEWSLETTER

January 2017 HIGHLIGHTS

  • Market Share: .67%
  • Average Trade Size (shares): 197
  • Average Daily Symbols Executed: 4,456
  • 38% of ADV Executed at the Midpoint
  • 52% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve



January 2017 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 90 Million
LeveL Market Share .67%
Average Trade Size (shares) 197
Average Resting Order share size 514
Average IOC Order share Size 379
Executions at Midpoint (shares) 38%
Number of Symbols Matched Daily 4,456

EXECUTED VOLUME BY MARKET SECTOR


ETF 20.44%
Information Technology 13.66%
Financials 11.82%
Consumer Discretionary 11.14%
Energy
10.41%
Health Care 10.10%
Materials 7.32%
Industrials
5.75%
Consumer Staples 4.52%
Telecommunication Services
2.66%
Utilities
1.67%
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).
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