Newsletters


12/31/1969
 
Posted By: Chiara Sarata

OCTOBER 2019
NEWSLETTER

SEPTEMBER 2019 HIGHLIGHTS

  • Market Share: .77%
  • 48% of ADV Executed at the Midpoint
  • 57% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • LeveL ATS saw an average 2.8 Million shares executed Conditionally
  • Average Conditional Order Size: 8,877 shares
  • Average Conditional Order Execution Size: 1,675 shares
  • Median Conditional Response time: 3.177 milliseconds

Regards,
Steve
SEPTEMBER TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 110.6 Million
LeveL Market Share .77%
Average Trade Size (shares) 185
Average Resting Order share size 582
Average IOC Order share Size 435
Executions at Midpoint (shares) 48%
Average Number of Symbols Matched Daily 5,011

EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 20.02%
Energy 13.27%
Information Technology 12.11%
Health Care 10.32%
Consumer Discretionary 9.84%
Financials
9.14%
Communication Services 6.16%
Materials 5.54%
Industrials 5.52%
Real Estate 3.21%
Consumer Staples 2.80%
Utilities 1.40%
Closed End & Trusts .67%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 7%
1,000 - 4,999 Shares 17%
500 - 999 Shares 13%
100 - 499 Shares 63%

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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