Newsletters


07/06/2017
 
Posted By: Chiara Sarata

JULY 2017
NEWSLETTER

JUNE 2017 HIGHLIGHTS

  • Market Share: .65%
  • Average Trade Size (shares): 198
  • Total Number of Unique Symbols Traded: 7,167
  • 43% 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: 5,093

Regards,
Steve


JUNE 2017 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 92.9 Million
LeveL Market Share .65%
Average Trade Size (shares) 198
Average Resting Order share size 521
Average IOC Order share Size 381
Executions at Midpoint (shares) 43%
Average Number of Symbols Matched Daily 4,528

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 19.44%
Information Technology 15.14%
Energy 11.38%
Consumer Discretionary 11.22%
Financials
9.28%
Health Care 8.73%
Materials 6.22%
Industrials
5.48%
Consumer Staples 4.70%
Real Estate 4.52%
Telecommunication Services
1.99%
Utilities
1.49%
Closed End & Trusts
.41%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 6%
1,000 - 4,900 Shares
18%
500 - 900 Shares 15%
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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