Newsletters


06/02/2017
 
Posted By: Chiara Sarata

JUNE 2017
NEWSLETTER

MAY 2017 HIGHLIGHTS

  • Market Share: .68%
  • Average Trade Size (shares): 201
  • Total Number of Unique Symbols Traded: 7,177
  • 38% of ADV Executed at the Midpoint
  • 53% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • Average Conditional Order Execution Size: 5,897

Regards,
Steve


MAY 2017 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 91.4 Million
LeveL Market Share .68%
Average Trade Size (shares) 201
Average Resting Order share size 491
Average IOC Order share Size 385
Executions at Midpoint (shares) 38%
Average Number of Symbols Matched Daily 4,463

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 19.62%
Information Technology 14.25%
Consumer Discretionary 11.73%
Energy 10.56%
Financials
10.24%
Health Care 7.95%
Materials 6.63%
Industrials
5.10%
Real Estate 5.02%
Consumer Staples 3.87%
Telecommunication Services
2.63%
Utilities
1.91%
Closed End & Trusts
.49%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 5%
1,000 - 4,900 Shares
20%
500 - 900 Shares 15%
100 - 400 Shares 60%

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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