Newsletters


09/08/2020
 
Posted By: Chiara Sarata

SEPTEMBER 2020
NEWSLETTER

AUGUST 2020 HIGHLIGHTS

  • Market Share .68%
  • 55% 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 5.19 Million shares executed Conditionally
  • Average Conditional Order Size: 7,313 shares
  • Average Conditional Order Execution Size: 508 shares
  • Median Conditional Response time: 1.638 milliseconds

Regards,
Steve
AUGUST TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 125 Million
LeveL Market Share .68%
Average Trade Size (shares) 178
Average Resting Order share size 574
Average IOC Order share Size 443
Executions at Midpoint (shares) 40%
Average Number of Symbols Matched Daily 5,418


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 19.64%
Health Care 12.17%
Consumer Discretionary 11.30%
Energy 10.69%
Information Technology 10.42%
Financials
9.02%
Industrials 7.85%
Communication Services 5.77%
Materials 5.31%
Real Estate 2.97%
Consumer Staples 2.63%
Utilities 1.69%
Closed End & Trusts .54%

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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