Newsletters


09/06/2018
 
Posted By: Chiara Sarata

SEPTEMBER 2018
NEWSLETTER

AUGUST 2018 HIGHLIGHTS

  • Market Share: .90%
  • Average Conditional Order Size: 22,414 shares
  • Average Conditional Order Execution Size: 3,533 shares
  • Average Small Cap Conditional Execution Size: 3,683 shares
  • 49% of ADV Executed at the Midpoint
  • 52% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve


AUGUST 2018 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 111 Million
LeveL Market Share .90%
Average Trade Size (shares) 186
Average Resting Order share size 411
Average IOC Order share Size 368
Executions at Midpoint (shares) 49%
Average Number of Symbols Matched Daily 4,798

EXECUTED VOLUME BY MARKET SECTOR


Information Technology 16.67%
ETF & ETN 16.21%
Consumer Discretionary 13.78%
Energy 9.86%
Health Care
9.81%
Financials 9.41%
Industrials 6.57%
Materials
5.24%
Consumer Staples 4.36%
Real Estate 3.81%
Utilities
1.93%
Telecommunication Services
1.90%
Closed End & Trusts
.45%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 5%
1,000 - 4,999 Shares
17%
500 - 999 Shares 14%
100 - 499 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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