Newsletters


04/05/2018
 
Posted By: Chiara Sarata

APRIL 2018
NEWSLETTER

MARCH 2018 HIGHLIGHTS

  • Market Share: .83%
  • Average Conditional Order Execution Size: 3,326 shares
  • Average Small Cap Conditional Execution Size: 3,310 shares
  • 40% of ADV Executed at the Midpoint
  • 54% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve


MARCH 2018 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 121.9 Million
LeveL Market Share .83%
Average Trade Size (shares) 198
Average Resting Order share size 492
Average IOC Order share Size 360
Executions at Midpoint (shares) 40%
Average Number of Symbols Matched Daily 5,081

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 20.40%
Information Technology 15.01%
Consumer Discretionary 11.63%
Energy 9.76%
Health Care
9.68%
Financials 9.50%
Industrials 6.15%
Materials
5.52%
Consumer Staples 3.89%
Real Estate 3.79%
Utilities
2.27%
Telecommunication Services
1.77%
Closed End & Trusts
.63%


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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