Newsletters


11/06/2019
 
Posted By: Chiara Sarata

NOVEMBER 2019
NEWSLETTER

OCTOBER 2019 HIGHLIGHTS

  • Market Share: .82%
  • 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 2.9 Million shares executed Conditionally
  • Average Conditional Order Size: 8,726 shares
  • Average Conditional Order Execution Size: 1,683 shares
  • Median Conditional Response time: 3.616 milliseconds

Regards,
Steve
OCTOBER TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 107 Million
LeveL Market Share .82%
Average Trade Size (shares) 185
Average Resting Order share size 664
Average IOC Order share Size 402
Executions at Midpoint (shares) 50%
Average Number of Symbols Matched Daily 4,825

EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 18.08%
Energy 13.05%
Information Technology 12.21%
Health Care 10.46%
Consumer Discretionary 9.92%
Financials
9.67%
Communication Services 6.42%
Industrials 6.04%
Materials 5.73%
Real Estate 2.91%
Consumer Staples 2.90%
Utilities 1.90%
Closed End & Trusts .71%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 7%
1,000 - 4,999 Shares 16%
500 - 999 Shares 14%
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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