Newsletters


07/09/2018
 
Posted By: Chiara Sarata

JULY 2018
NEWSLETTER

JUNE 2018 HIGHLIGHTS

  • Market Share: .78%
  • Average Conditional Order Size: 20,079 shares
  • Average Conditional Order Execution Size: 3,114 shares
  • Average Small Cap Conditional Execution Size: 3,339 shares
  • 50% of ADV Executed at the Midpoint
  • 51% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve


JUNE 2018 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 112.9 Million
LeveL Market Share .78%
Average Trade Size (shares) 187
Average Resting Order share size 389
Average IOC Order share Size 381
Executions at Midpoint (shares) 50%
Average Number of Symbols Matched Daily 4,871

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 17.11%
Information Technology 15.64%
Consumer Discretionary 13.10%
Energy 11.35%
Health Care
9.72%
Financials 9.20%
Industrials 6.47%
Materials
4.57%
Consumer Staples 4.04%
Real Estate 3.98%
Telecommunication Services
2.28%
Utilities
2.11%
Closed End & Trusts
.43%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 4%
1,000 - 4,900 Shares
17%
500 - 900 Shares 15%
100 - 400 Shares 64%

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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