Newsletters


05/04/2017
 
Posted By: Chiara Sarata

MAY 2017
NEWSLETTER

APRIL 2017 HIGHLIGHTS

  • Market Share: .66%
  • Average Trade Size (shares): 197
  • Average Daily Symbols Executed: 4,446
  • 37% of ADV Executed at the Midpoint
  • 51% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve



APRIL 2017 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 87 Million
LeveL Market Share .66%
Average Trade Size (shares) 197
Average Resting Order share size 499
Average IOC Order share Size 349
Executions at Midpoint (shares) 37%
Number of Symbols Matched Daily 4,446

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 21.79%
Information Technology 13.33%
Consumer Discretionary 11.27%
Financials 11.17%
Energy
9.47%
Health Care 7.73%
Materials 7.19%
Industrials
5.61%
Real Estate 4.15%
Consumer Staples 3.80%
Telecommunication Services
2.47%
Utilities
1.69%
Closed End & Trusts
.33%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 6%
1,000 - 4,900 Shares
19%
500 - 900 Shares 14%
100 - 400 Shares 61%

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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