Newsletters


08/03/2018
 
Posted By: Chiara Sarata

AUGUST 2018
NEWSLETTER

JULY 2018 HIGHLIGHTS

  • Market Share: .84%
  • Average Conditional Order Size: 19,536 shares
  • Average Conditional Order Execution Size: 3,060 shares
  • Average Small Cap Conditional Execution Size: 2,603 shares
  • 50% of ADV Executed at the Midpoint
  • 50% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve


JULY 2018 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 102.5 Million
LeveL Market Share .84%
Average Trade Size (shares) 189
Average Resting Order share size 409
Average IOC Order share Size 362
Executions at Midpoint (shares) 50%
Average Number of Symbols Matched Daily 4,738

EXECUTED VOLUME BY MARKET SECTOR


Information Technology 16.64%
ETF & ETN 16.36%
Consumer Discretionary 12.37%
Financials 10.49%
Energy
10.06%
Health Care 9.15%
Industrials 7.17%
Materials
5.48%
Real Estate 4.10%
Consumer Staples 3.98%
Utilities
1.90%
Telecommunication Services
1.82%
Closed End & Trusts
.48%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 5%
1,000 - 4,999 Shares
17%
500 - 999 Shares 15%
100 - 499 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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