Newsletters


03/05/2019
 
Posted By: Chiara Sarata

MARCH 2019
NEWSLETTER

FEBRUARY 2019 HIGHLIGHTS

  • Market Share: .84%
  • 47% of ADV Executed at the Midpoint
  • 52% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • LeveL ATS saw a RECORD ADV 2.2 Million shares executed Conditionally
  • Average Conditional Order Size: 23,017 shares
  • Average Conditional Order Execution Size: 3,948 shares
  • Average Small Cap Conditional Execution Size: 4,741 shares

Regards,
Steve


FEBRUARY 2019 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 121 Million
LeveL Market Share .84%
Average Trade Size (shares) 198
Average Resting Order share size 383
Average IOC Order share Size 380
Executions at Midpoint (shares) 47%
Average Number of Symbols Matched Daily 4,985

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 16.13%
Information Technology 12.36%
Health Care 11.01%
Energy 10.90%
Consumer Discretionary
9.90%
Financials 9.69%
Communication Services 7.47%
Materials
6.14%
Industrials 6.03%
Consumer Staples 4.31%
Real Estate
3.62%
Utilities
1.86%
Closed End & Trusts
.58%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 8%
1,000 - 4,999 Shares
19%
500 - 999 Shares 14%
100 - 499 Shares 59%

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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