Newsletters


10/02/2018
 
Posted By: Chiara Sarata

OCTOBER 2018
NEWSLETTER

SEPTEMBER 2018 HIGHLIGHTS

  • Market Share: .86%
  • Average Conditional Order Size: 21,268 shares
  • Average Conditional Order Execution Size: 3,576 shares
  • Average Small Cap Conditional Execution Size: 4,047 shares
  • 47% of ADV Executed at the Midpoint
  • 51% of Average Daily Executed Volume was in the Small and Mid-Cap Space

Regards,
Steve


SEPTEMBER 2018 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 117 Million
LeveL Market Share .86%
Average Trade Size (shares) 188
Average Resting Order share size 406
Average IOC Order share Size 377
Executions at Midpoint (shares) 47%
Average Number of Symbols Matched Daily 4,936

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 16.07%
Information Technology 13.00%
Consumer Discretionary 11.18%
Healthy Care 10.50%
Energy
10.00%
Financials 9.87%
Communication Services 7.28%
Industrials
6.78%
Materials 5.64%
Consumer Staples 3.88%
Real Estate
3.37%
Utilities
1.91%
Closed End & Trusts
.52%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 5%
1,000 - 4,999 Shares
18%
500 - 999 Shares 14%
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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