Newsletters


05/05/2020
 
Posted By: Chiara Sarata

MAY 2020
NEWSLETTER

APRIL 2020 HIGHLIGHTS

  • Market Share .84%
  • 61% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • 42% of ADV Executed at the Midpoint
  • LeveL ATS saw an average 5.67 Million shares executed Conditionally
  • Average Conditional Order Size: 10,698 shares
  • Average Conditional Order Execution Size: 1,507 shares
  • Median Conditional Response time: 2.411 milliseconds

Regards,
Steve
APRIL TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 208 Million
LeveL Market Share .84%
Average Trade Size (shares) 192
Average Resting Order share size 461
Average IOC Order share Size 364
Executions at Midpoint (shares) 42%
Average Number of Symbols Matched Daily 5,650


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 24.36%
Energy 13.67%
Financials 10.43%
Consumer Discretionary 9.59%
Health Care 9.09%
Information Technology
7.83%
Industrials 7.76%
Communication Services 5.09%
Materials 4.57%
Real Estate 3.39%
Consumer Staples 2.41%
Utilities 1.02%
Closed End & Trusts .79%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 9%
1,000 - 4,999 Shares 18%
500 - 999 Shares 13%
100 - 499 Shares 60%


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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