Newsletters


08/08/2017
 
Posted By: Chiara Sarata

AUGUST 2017
NEWSLETTER

JULY 2017 HIGHLIGHTS

  • Market Share: .68%
  • Average Trade Size (shares): 198
  • Total Number of Unique Symbols Traded: 7,087
  • 43% of ADV Executed at the Midpoint
  • 51% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • Average Conditional Order Execution Size: 4,282

Regards,
Steve


JULY 2017 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 82.2 Million
LeveL Market Share .68%
Average Trade Size (shares) 198
Average Resting Order share size 540
Average IOC Order share Size 379
Executions at Midpoint (shares) 43%
Average Number of Symbols Matched Daily 4,446

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 18.77%
Information Technology 14.64%
Consumer Discretionary 11.40%
Energy 10.64%
Financials
9.79%
Health Care 8.35%
Materials 6.74%
Industrials
6.45%
Consumer Staples 4.64%
Real Estate 4.21%
Telecommunication Services
2.06%
Utilities
1.87%
Closed End & Trusts
.44%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 5%
1,000 - 4,900 Shares
18%
500 - 900 Shares 15%
100 - 400 Shares 62%

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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