Newsletters


06/04/2020
 
Posted By: Chiara Sarata

JUNE 2020
NEWSLETTER

MAY 2020 HIGHLIGHTS

  • Market Share .76%
  • 57% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • 44% of ADV Executed at the Midpoint
  • LeveL ATS saw an average 5.82 Million shares executed Conditionally
  • Average Conditional Order Size: 9,211 shares
  • Average Conditional Order Execution Size: 501 shares
  • Median Conditional Response time: 1.671 milliseconds

Regards,
Steve
MAY TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 171 Million
LeveL Market Share .76%
Average Trade Size (shares) 184
Average Resting Order share size 482
Average IOC Order share Size 391
Executions at Midpoint (shares) 44%
Average Number of Symbols Matched Daily 5,483


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 18.05%
Consumer Discretionary 12.40%
Health Care 11.71%
Energy 10.24%
Financials 9.98%
Information Technology
9.12%
Industrials 8.20%
Communication Services 6.14%
Materials 5.28%
Real Estate 3.82%
Consumer Staples 2.82%
Utilities 1.64%
Closed End & Trusts .60%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 7%
1,000 - 4,999 Shares 17%
500 - 999 Shares 13%
100 - 499 Shares 63%


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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