Newsletters


11/06/2017
 
Posted By: Chiara Sarata

NOVEMBER 2017
NEWSLETTER

OCTOBER 2017 HIGHLIGHTS
  • Market Share: .78% YTD High
  • Average Conditional Order Execution Size: 4,443
  • Average Small Cap Conditional Execution Size: 4,336
  • 43% of ADV Executed at the Midpoint
  • 52% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve


OCTOBER 2017 TRADING STATISTICS



MONTHLY AVERAGES

Daily Executed Volume (*shares) 95.7 Million
LeveL Market Share .78%
Average Trade Size (shares) 194
Average Resting Order share size 548
Average IOC Order share Size 318
Executions at Midpoint (shares) 43%
Average Number of Symbols Matched Daily 4,615

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 16.48%
Information Technology 13.80%
Consumer Discretionary 12.87%
Financials 11.83%
Energy
9.86%
Health Care 9.12%
Industrials 6.93%
Materials
6.22%
Consumer Staples 4.23%
Real Estate 3.66%
Telecommunication Services
2.51%
Utilities
2.14%
Closed End & Trusts
.35%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 7%
1,000 - 4,900 Shares
17%
500 - 900 Shares 14%
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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