Newsletters


03/06/2017
 
Posted By: Chiara Sarata

MARCH 2017
NEWSLETTER

FEBRUARY 2017 HIGHLIGHTS

  • Market Share: .68%
  • Average Trade Size (shares): 195
  • Average Daily Symbols Executed: 4,521
  • 37% of ADV Executed at the Midpoint
  • 52% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve



FEBRUARY 2017 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 93.6 Million
LeveL Market Share .68%
Average Trade Size (shares) 195
Average Resting Order share size 507
Average IOC Order share Size 366
Executions at Midpoint (shares) 37%
Number of Symbols Matched Daily 4,521

EXECUTED VOLUME BY MARKET SECTOR


ETF 18.73%
Information Technology 15.51%
Financials 11.62%
Energy 11.47%
Consumer Discretionary
10.84%
Health Care 8.97%
Materials 7.76%
Industrials
6.06%
Consumer Staples 4.31%
Telecommunication Services
2.46%
Utilities
1.78%
Closed-End Fund & Investment Trusts
.49%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 4%
1,000 - 4,900 Shares
18%
500 - 900 Shares 15%
100 - 400 Shares 63%

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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