Newsletters


09/11/2017
 
Posted By: Chiara Sarata

SEPTEMBER 2017
NEWSLETTER

AUGUST 2017 HIGHLIGHTS

  • Market Share: .71%
  • Average Trade Size (shares): 190
  • Total Number of Unique Symbols Traded: 7,179
  • 44% of ADV Executed at the Midpoint
  • 55% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • Average Conditional Order Execution Size: 4,407
  • Average Small Cap Conditional Execution Size: 5,551

Regards,
Steve


AUGUST 2017 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 83.6 Million
LeveL Market Share .71%
Average Trade Size (shares) 190
Average Resting Order share size 537
Average IOC Order share Size 380
Executions at Midpoint (shares) 44%
Average Number of Symbols Matched Daily 4,503

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 18.62%
Information Technology 14.67%
Consumer Discretionary 12.61%
Energy 10.37%
Health Care
9.39%
Financials 9.42%
Materials 6.44%
Industrials
6.03%
Real Estate 4.23%
Consumer Staples 4.03%
Utilities
1.91%
Telecommunication Services
1.89%
Closed End & Trusts
.39%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 5%
1,000 - 4,900 Shares
18%
500 - 900 Shares 14%
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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