Newsletters


01/08/2018
 
Posted By: Admin DreamingCode

JANUARY 2018
NEWSLETTER

DECEMBER 2017 HIGHLIGHTS

  • Market Share: .78%
  • Average Conditional Order Execution Size: 3,840
  • Average Small Cap Conditional Execution Size: 3,781
  • 43% of ADV Executed at the Midpoint
  • 51% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve


DECEMBER 2017 TRADING STATISTICS



MONTHLY AVERAGES

Daily Executed Volume (*shares) 99.9 Million
LeveL Market Share .78%
Average Trade Size (shares) 188
Average Resting Order share size 512
Average IOC Order share Size 363
Executions at Midpoint (shares) 43%
Average Number of Symbols Matched Daily 4,907

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 19.87%
Information Technology 13.95%
Consumer Discretionary 12.74%
Financials 10.72%
Energy
9.78%
Health Care 8.54%
Industrials 6.07%
Materials
5.63%
Real Estate 3.85%
Consumer Staples 3.30%
Telecommunication Services
2.52%
Utilities
2.35%
Closed End & Trusts
.68%


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 CONDITIONAL TRADE SIZE BY MARKET CAP





MATCHED SHARES BY MARKET CAP









* Figures are double-counted to include all volume traded on LeveL ATS (i.e., both sides of the transaction).
For Broker Dealer Use Only - Not For Use With the Public - eBX LLC Member FINRA and SIPC



Member FINRA and SIPC
© LeveL ATS. All Rights Reserved