Newsletters


04/02/2019
 
Posted By: Chiara Sarata

APRIL 2019
NEWSLETTER

MARCH 2019 HIGHLIGHTS

  • Market Share: .76%
  • 47% of ADV Executed at the Midpoint
  • 53% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • LeveL ATS saw a RECORD ADV 2.3 Million shares executed Conditionally
  • Average Conditional Order Size: 18,436 shares
  • Average Conditional Order Execution Size: 2,623 shares
  • Average Small Cap Conditional Execution Size: 2,597 shares

Regards,
Steve


MARCH 2019 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 113 Million
LeveL Market Share .76%
Average Trade Size (shares) 197
Average Resting Order share size 395
Average IOC Order share Size 378
Executions at Midpoint (shares) 47%
Average Number of Symbols Matched Daily 5,040

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 17.41%
Health Care 12.67%
Information Technology 11.20%
Consumer Discretionary 10.33%
Energy
9.79%
Financials 9.57%
Communication Services 6.93%
Industrials
6.48%
Materials 5.74%
Consumer Staples 4.06%
Real Estate
3.47%
Utilities
1.71%
Closed End & Trusts
.64%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 7%
1,000 - 4,999 Shares
19%
500 - 999 Shares 14%
100 - 499 Shares 60%

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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