Newsletters


04/06/2020
 
Posted By: Chiara Sarata

APRIL 2020
NEWSLETTER

MARCH 2020 HIGHLIGHTS

  • Market Share increased 15% since the beginning of the year to .86%
  • 35% of ADV Executed at the Midpoint
  • 60% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • LeveL ATS saw an average 7.56 Million shares executed Conditionally
  • Average Conditional Order Size: 13,128 shares
  • Average Conditional Order Execution Size: 1,581 shares
  • Median Conditional Response time: 2.438 milliseconds

Regards,
Steve
MARCH TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 269 Million
LeveL Market Share .86%
Average Trade Size (shares) 192
Average Resting Order share size 580
Average IOC Order share Size 414
Executions at Midpoint (shares) 35%
Average Number of Symbols Matched Daily 5,996

EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 25.65%
Energy 13.54%
Financials 9.84%
Consumer Discretionary 9.27%
Health Care 9.00%
Information Technology
8.07%
Industrials 6.13%
Communication Services 5.58%
Materials 4.45%
Real Estate 3.31%
Consumer Staples 2.71%
Utilities 1.40%
Closed End & Trusts 1.05%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 9%
1,000 - 4,999 Shares 17%
500 - 999 Shares 13%
100 - 499 Shares 61%


CONDITIONAL EXECUTIONS BY TRADE SIZE






AVERAGE CONDITIONAL TRADE SIZE BY MARKET CAP







MATCHED SHARES BY MARKET CAP







*Definition of terms and additional disclosures click here
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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