Newsletters


03/03/2020
 
Posted By: Chiara Sarata

MARCH 2020
NEWSLETTER

FEBRUARY 2020 HIGHLIGHTS

  • Market Share: .79%
  • 45% of ADV Executed at the Midpoint
  • 56% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • LeveL ATS saw an average 3.79 Million shares executed Conditionally
  • Average Conditional Order Size: 9,101 shares
  • Average Conditional Order Execution Size: 1,380 shares
  • Median Conditional Response time: 2.183 milliseconds

Regards,
Steve
FEBRUARY TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 144 Million
LeveL Market Share .79%
Average Trade Size (shares) 190
Average Resting Order share size 873
Average IOC Order share Size 443
Executions at Midpoint (shares) 45%
Average Number of Symbols Matched Daily 5,119

EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 22.19%
Health Care 11.31%
Energy 11.29%
Information Technology 10.34%
Consumer Discretionary 9.91%
Financials
8.44%
Communication Services 6.82%
Industrials 6.10%
Materials 5.72%
Real Estate 3.04%
Consumer Staples 2.54%
Utilities 1.49%
Closed End & Trusts .81%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 8%
1,000 - 4,999 Shares 17%
500 - 999 Shares 14%
100 - 499 Shares 61%


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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