Newsletters


12/07/2017
 
Posted By: Chiara Sarata

DECEMBER 2017
NEWSLETTER

NOVEMBER 2017 HIGHLIGHTS

  • Market Share: .79% YTD High
  • Average Conditional Order Execution Size: 4,372
  • Average Small Cap Conditional Execution Size: 4,874
  • 43% of ADV Executed at the Midpoint
  • 52% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve


NOVEMBER 2017 TRADING STATISTICS



MONTHLY AVERAGES

Daily Executed Volume (*shares) 103.9 Million
LeveL Market Share .79%
Average Trade Size (shares) 190
Average Resting Order share size 557
Average IOC Order share Size 311
Executions at Midpoint (shares) 43%
Average Number of Symbols Matched Daily 4,708

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 18.09%
Information Technology 15.42%
Consumer Discretionary 13.96%
Energy 10.28%
Financials
9.46%
Health Care 8.41%
Industrials 6.26%
Materials
5.51%
Consumer Staples 3.89%
Real Estate 3.83%
Telecommunication Services
2.59%
Utilities
1.85%
Closed End & Trusts
.45%


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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