Newsletters


02/08/2018
 
Posted By: Chiara Sarata

FEBRUARY 2018
NEWSLETTER

JANUARY 2018 HIGHLIGHTS

  • Market Share: .84%
  • Average Conditional Order Execution Size: 3,518
  • Average Small Cap Conditional Execution Size: 3,244
  • 40% of ADV Executed at the Midpoint
  • 51% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve


JANUARY 2018 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 120 Million
LeveL Market Share .84%
Average Trade Size (shares) 193
Average Resting Order share size 484
Average IOC Order share Size 377
Executions at Midpoint (shares) 40%
Average Number of Symbols Matched Daily 5,196

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 20.35%
Information Technology 14.37%
Consumer Discretionary 11.79%
Financials 10.57%
Energy
10.09%
Health Care 8.64%
Industrials 6.32%
Materials
6.08%
Real Estate 3.57%
Consumer Staples 3.16%
Utilities
2.60%
Telecommunication Services
1.78%
Closed End & Trusts
.68%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 5%
1,000 - 4,900 Shares
18%
500 - 900 Shares 15%
100 - 400 Shares 62%

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).
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