Newsletters


10/04/2017
 
Posted By: Chiara Sarata

OCTOBER 2017
NEWSLETTER

SEPTEMBER 2017 HIGHLIGHTS

  • Market Share: .76% YTD High
  • Average Trade Size (shares): 189
  • Total Number of Unique Symbols Traded: 7,192
  • 44% of ADV Executed at the Midpoint
  • 52% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • Average Conditional Order Execution Size: 5,407
  • Average Small Cap Conditional Execution Size: 4,612

Regards,
Steve


SEPTEMBER 2017 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 94.2 Million
LeveL Market Share .76%
Average Trade Size (shares) 189
Average Resting Order share size 544
Average IOC Order share Size 380
Executions at Midpoint (shares) 44%
Average Number of Symbols Matched Daily 4,658

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 17.22%
Information Technology 14.50%
Consumer Discretionary 12.12%
Financials 11.47%
Energy
10.52%
Health Care 9.00%
Materials 6.31%
Industrials
6.20%
Consumer Staples 4.24%
Real Estate 4.00%
Telecommunication Services
1.87%
Utilities
2.15%
Closed End & Trusts
.40%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 6%
1,000 - 4,900 Shares
17%
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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