Newsletters


02/05/2019
 
Posted By: Chiara Sarata

February 2019
NEWSLETTER

JANUARY 2019 HIGHLIGHTS

  • Market Share: .82%
  • 47% of ADV Executed at the Midpoint
  • 50% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • Average Conditional Order Size: 24,124 shares
  • Average Conditional Order Execution Size: 3,592 shares
  • Average Small Cap Conditional Execution Size: 3,723 shares

Regards,
Steve


JANUARY 2019 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 127 Million
LeveL Market Share .82%
Average Trade Size (shares) 205
Average Resting Order share size 412
Average IOC Order share Size 350
Executions at Midpoint (shares) 47%
Average Number of Symbols Matched Daily 5,046

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 20.91%
Information Technology 12.07%
Energy 10.24%
Financials 10.00%
Health Care
9.77%
Consumer Discretionary 9.71%
Industrials 6.24%
Communication Services
6.07%
Materials 5.61%
Consumer Staples 3.14%
Real Estate
3.22%
Utilities
2.32%
Closed End & Trusts
.70%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 7%
1,000 - 4,999 Shares
20%
500 - 999 Shares 15%
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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