Newsletters


05/07/2018
 
Posted By: Chiara Sarata

MAY 2018
NEWSLETTER

APRIL 2018 HIGHLIGHTS

  • Market Share: .86%
  • Average Conditional Order Execution Size: 3,564 shares
  • Average Small Cap Conditional Execution Size: 3,946 shares
  • 42% of ADV Executed at the Midpoint
  • 52% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve


APRIL 2018 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 114.16 Million
LeveL Market Share .86%
Average Trade Size (shares) 201
Average Resting Order share size 485
Average IOC Order share Size 360
Executions at Midpoint (shares) 42%
Average Number of Symbols Matched Daily 4,988

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 20.28%
Information Technology 14.56%
Consumer Discretionary 11.51%
Energy 10.83%
Financials
9.37%
Health Care 9.35%
Industrials 6.62%
Materials
5.27%
Real Estate 3.95%
Consumer Staples 3.50%
Telecommunication Services
2.11%
Utilities
2.06%
Closed End & Trusts
.59%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 4%
1,000 - 4,900 Shares
20%
500 - 900 Shares 16%
100 - 400 Shares 60%

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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