Newsletters


01/03/2019
 
Posted By: Chiara Sarata

JANUARY 2019
NEWSLETTER

DECEMBER 2018 HIGHLIGHTS

  • Market Share: .74%
  • 47% of ADV Executed at the Midpoint
  • 53% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • Average Conditional Order Size: 25,218 shares
  • Average Conditional Order Execution Size: 3,467 shares
  • Average Small Cap Conditional Execution Size: 3,987 shares

Regards,
Steve


DECEMBER 2018 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 136 Million
LeveL Market Share .74%
Average Trade Size (shares) 206
Average Resting Order share size 461
Average IOC Order share Size 350
Executions at Midpoint (shares) 47%
Average Number of Symbols Matched Daily 5,268

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 25.90%
Information Technology 10.98%
Energy 10.59%
Financials 10.32%
Health Care
8.56%
Consumer Discretionary 8.43%
Communication Services 6.12%
Industrials
5.84%
Materials 4.70%
Real Estate 3.29%
Consumer Staples
2.84%
Utilities
1.48%
Closed End & Trusts
.95%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 6%
1,000 - 4,999 Shares
20%
500 - 999 Shares 16%
100 - 499 Shares 58%

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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