Newsletters


07/08/2019
 
Posted By: Chiara Sarata

JULY 2019
NEWSLETTER

JUNE 2019 HIGHLIGHTS
  • Market Share: .83%
  • 49% of ADV Executed at the Midpoint
  • 53% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • LeveL ATS saw 3.32 Million shares executed Conditionally
  • Average Conditional Order Size: 7,449 shares
  • Average Conditional Order Execution Size: 1,331 shares
  • Median Conditional Response time: 3.303 milliseconds

Regards,
Steve
JUNE 2019 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 116.3 Million
LeveL Market Share .83%
Average Trade Size (shares) 197
Average Resting Order share size 452
Average IOC Order share Size 432
Executions at Midpoint (shares) 49%
Average Number of Symbols Matched Daily 5,195

EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 18.35%
Information Technology 12.35%
Energy 11.06%
Health Care 10.55%
Consumer Discretionary 10.01%
Financials 9.05%
Communication Services 6.98%
Materials 6.41%
Industrials 5.75%
Real Estate 3.55%
Consumer Staples 3.44%
Utilities 1.87%
Closed End & Trusts .63%

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).
For Broker Dealer Use Only - Not For Use With the Public - eBX LLC Member FINRA and SIPC

Member FINRA and SIPC
© LeveL ATS. All Rights Reserved