Newsletters


06/07/2018
 
Posted By: Chiara Sarata

JUNE 2018
NEWSLETTER

MAY 2018 HIGHLIGHTS

  • Market Share: .75%
  • Average Conditional Order Size: 18,725 shares
  • Average Conditional Order Execution Size: 3,915 shares
  • Average Small Cap Conditional Execution Size: 4,024 shares
  • 42% of ADV Executed at the Midpoint
  • 54% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve


MAY 2018 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 100.7 Million
LeveL Market Share .75%
Average Trade Size (shares) 191
Average Resting Order share size 430
Average IOC Order share Size 397
Executions at Midpoint (shares) 42%
Average Number of Symbols Matched Daily 4,828

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 18.60%
Information Technology 15.18%
Consumer Discretionary 12.21%
Energy 11.69%
Financials
9.19%
Health Care 9.12%
Industrials 6.69%
Materials
5.00%
Real Estate 4.04%
Consumer Staples 3.68%
Utilities
2.04%
Telecommunication Services
2.02%
Closed End & Trusts
.54%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 4%
1,000 - 4,900 Shares
18%
500 - 900 Shares 15%
100 - 400 Shares 63%

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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