Newsletters


06/12/2019
 
Posted By: Chiara Sarata

JUNE 2019
NEWSLETTER

MAY 2019 HIGHLIGHTS

  • Market Share: .85%
  • 48% of ADV Executed at the Midpoint
  • 56% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • LeveL ATS saw a RECORD ADV 3.59 Million shares executed Conditionally
  • Average Conditional Order Size: 7,449 shares
  • Average Conditional Order Execution Size: 1,491 shares
  • Median Conditional Response time: 3.156 milliseconds

Regards,
Steve


MAY 2019 TRADING STATISTICS


MONTHLY AVERAGES

Daily Executed Volume (*shares) 119.4 Million
LeveL Market Share .85%
Average Trade Size (shares) 195
Average Resting Order share size 431
Average IOC Order share Size 414
Executions at Midpoint (shares) 48%
Average Number of Symbols Matched Daily 5,191

EXECUTED VOLUME BY MARKET SECTOR


ETF & ETN 18.61%
Information Technology 12.72%
Energy 11.43%
Health Care 10.70%
Consumer Discretionary
10.67%
Financials 8.73%
Communication Services 6.93%
Industrials
6.24%
Materials 5.22%
Consumer Staples 3.46%
Real Estate
3.14%
Utilities
1.60%
Closed End & Trusts
.55%


EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 8%
1,000 - 4,999 Shares
18%
500 - 999 Shares 14%
100 - 499 Shares 60%

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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