Newsletters


02/01/2020
 
Posted By: Chiara Sarata

FEBRUARY 2020
NEWSLETTER

JANUARY 2020 HIGHLIGHTS

  • Market Share: .75%
  • 48% of ADV Executed at the Midpoint
  • 55% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • LeveL ATS saw an average 2.76 Million shares executed Conditionally
  • Average Conditional Order Size: 8,660 shares
  • Average Conditional Order Execution Size: 1,748 shares
  • Median Conditional Response time: 8.088 milliseconds

Regards,
Steve
JANUARY TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 113.6 Million
LeveL Market Share .75%
Average Trade Size (shares) 189
Average Resting Order share size 790
Average IOC Order share Size 423
Executions at Midpoint (shares) 48%
Average Number of Symbols Matched Daily 5,031

EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 20.22%
Energy 12.14%
Health Care 11.95%
Consumer Discretionary 9.94%
Information Technology 9.77%
Financials
9.01%
Communication Services 6.45%
Industrials 6.38%
Materials 5.64%
Real Estate 2.97%
Consumer Staples 2.94%
Utilities 1.66%
Closed End & Trusts .93%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 7%
1,000 - 4,999 Shares 17%
500 - 999 Shares 14%
100 - 499 Shares 62%


CONDITIONAL EXECUTIONS BY TRADE SIZE








AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP







MATCHED SHARES BY MARKET CAP







To view our monthly Aggregate Data Page, which includes additional platform data, click here

* Figures are double-counted to include all volume traded on LeveL ATS (i.e., both sides of the transaction).
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