Newsletters


03/06/2018
 
Posted By: Chiara Sarata

MARCH 2018
NEWSLETTER

FEBRUARY 2018 HIGHLIGHTS

  • Market Share: .94%
  • Average Conditional Order Execution Size: 4,414 shares
  • Average Small Cap Conditional Execution Size: 3,951 shares
  • 39% of ADV Executed at the Midpoint
  • 53% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve


FEBRUARY 2018 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 157 Million
LeveL Market Share .94%
Average Trade Size (shares) 198
Average Resting Order share size 501
Average IOC Order share Size 357
Executions at Midpoint (shares) 39%
Average Number of Symbols Matched Daily 5,201

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 23.82%
Information Technology 13.89%
Consumer Discretionary 10.81%
Energy 10.62%
Financials
9.51%
Health Care 7.56%
Industrials 5.75%
Materials
5.56%
Real Estate 4.30%
Consumer Staples 3.57%
Utilities
2.15%
Telecommunication Services
1.89%
Closed End & Trusts
.57%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 4%
1,000 - 4,900 Shares
19%
500 - 900 Shares 16%
100 - 400 Shares 61%

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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