Newsletters


08/07/2020
 
Posted By: Chiara Sarata

AUGUST 2020
NEWSLETTER

JULY 2020 HIGHLIGHTS

  • Market Share .65%
  • 57% of Average Daily Executed Volume was in the Small and Mid-Cap Space
  • 40% of ADV Executed at the Midpoint
  • LeveL ATS saw an average 4.94 Million shares executed Conditionally
  • Average Conditional Order Size: 9,005 shares
  • Average Conditional Order Execution Size: 505 shares
  • Median Conditional Response time: 1.697 milliseconds

Regards,
Steve
JULY TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 136 Million
LeveL Market Share .65%
Average Trade Size (shares) 180
Average Resting Order share size 492
Average IOC Order share Size 408
Executions at Midpoint (shares) 40%
Average Number of Symbols Matched Daily 5,373


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 19.62%
Health Care 13.01%
Consumer Discretionary 11.62%
Information Technology 10.29%
Financials 9.48%
Energy
9.30%
Industrials 7.09%
Communication Services 6.18%
Materials 5.09%
Real Estate 2.89%
Consumer Staples 2.81%
Utilities 2.01%
Closed End & Trusts .61%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 7%
1,000 - 4,999 Shares 16%
500 - 999 Shares 12%
100 - 499 Shares 65%


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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