Newsletters


08/05/2019
 
Posted By: Chiara Sarata

AUGUST 2019
NEWSLETTER

JULY 2019 HIGHLIGHTS
  • Market Share: .81%
  • 50% of ADV Executed at the Midpoint
  • 54% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • LeveL ATS saw an average 2.89 Million shares executed Conditionally
  • Average Conditional Order Size: 8,188 shares
  • Average Conditional Order Execution Size: 1,466 shares
  • Median Conditional Response time: 3.541 milliseconds

Regards,
Steve
JULY 2019 TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 102 Million
LeveL Market Share .81%
Average Trade Size (shares) 194
Average Resting Order share size 537
Average IOC Order share Size 434
Executions at Midpoint (shares) 50%
Average Number of Symbols Matched Daily 4,879

EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 16.78%
Energy 12.87%
Information Technology 12.16%
Health Care 10.93%
Financials 9.81%
Consumer Discretionary
9.33%
Communication Services 6.86%
Industrials 6.42%
Materials 6.06%
Real Estate 3.32%
Consumer Staples 3.16%
Utilities 1.62%
Closed End & Trusts .68%

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