Newsletters


11/05/2018
 
Posted By: Chiara Sarata

NOVEMBER 2018
NEWSLETTER

OCTOBER 2018 HIGHLIGHTS

  • Market Share: .85%
  • 46% of ADV Executed at the Midpoint
  • 52% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • Average Conditional Order Size: 25,169 shares
  • Average Conditional Order Execution Size: 3,998 shares
  • Average Small Cap Conditional Execution Size: 3,980 shares

Regards,
Steve


OCTOBER 2018 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 146 Million
LeveL Market Share .85%
Average Trade Size (shares) 193
Average Resting Order share size 433
Average IOC Order share Size 358
Executions at Midpoint (shares) 46%
Average Number of Symbols Matched Daily 5,003

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 19.29%
Information Technology 12.78%
Energy 10.14%
Consumer Discretionary 10.12%
Financials
9.84%
Health Care 8.94%
Industrials 7.40%
Communication Services
6.97%
Materials 5.65%
Consumer Staples 3.52%
Real Estate
3.20%
Utilities
1.67%
Closed End & Trusts
.48%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 5%
1,000 - 4,999 Shares
18%
500 - 999 Shares 15%
100 - 499 Shares 62%

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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