Newsletters


05/03/2019
 
Posted By: Chiara Sarata

MAY 2019
NEWSLETTER

APRIL 2019 HIGHLIGHTS

  • Market Share: .79%
  • 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 3.03 Million shares executed Conditionally
  • Average Conditional Order Size: 7,915 shares
  • Average Conditional Order Execution Size: 1,761 shares
  • Median Conditional Response time: 3.585 milliseconds

Regards,
Steve


APRIL 2019 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 104.8 Million
LeveL Market Share .79%
Average Trade Size (shares) 194
Average Resting Order share size 396
Average IOC Order share Size 393
Executions at Midpoint (shares) 47%
Average Number of Symbols Matched Daily 4,899

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 15.91%
Health Care 11.98%
Information Technology 11.48%
Energy 11.41%
Financials
10.33%
Consumer Discretionary 10.16%
Communication Services 7.22%
Industrials
6.40%
Materials 5.73%
Consumer Staples 3.64%
Real Estate
3.22%
Utilities
1.88%
Closed End & Trusts
.64%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 8%
1,000 - 4,999 Shares
17%
500 - 999 Shares 14%
100 - 499 Shares 61%

CONDITIONAL EXECUTIONS BY TRADE BASKET







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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