Newsletters


07/08/2020
 
Posted By: Chiara Sarata

JULY 2020
NEWSLETTER

JUNE 2020 HIGHLIGHTS

  • Market Share .65%
  • 62% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • 41% of ADV Executed at the Midpoint
  • LeveL ATS saw an average 6.47 Million shares executed Conditionally
  • Average Conditional Order Size: 9,730 shares
  • Average Conditional Order Execution Size: 554 shares
  • Median Conditional Response time: 1.692 milliseconds

Regards,
Steve
JUNE TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 170 Million
LeveL Market Share .65%
Average Trade Size (shares) 187
Average Resting Order share size 486
Average IOC Order share Size 408
Executions at Midpoint (shares) 41%
Average Number of Symbols Matched Daily 5,620


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 19.29%
Consumer Discretionary 11.69%
Energy 11.41%
Health Care 10.96%
Financials 10.01%
Information Technology
9.54%
Industrials 8.73%
Communication Services 5.79%
Materials 4.74%
Real Estate 3.37%
Consumer Staples 2.40%
Utilities 1.63%
Closed End & Trusts .44%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 8%
1,000 - 4,999 Shares 17%
500 - 999 Shares 13%
100 - 499 Shares 62%


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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