Newsletters


10/06/2020
 
Posted By: Chiara Sarata

OCTOBER 2020
NEWSLETTER

SEPTEMBER 2020 HIGHLIGHTS

  • Market Share .67%
  • 55% 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 4.99 Million shares executed Conditionally
  • Average Conditional Order Size: 7,187 shares
  • Average Conditional Order Execution Size: 502 shares
  • Median Conditional Response time: 1.627 milliseconds

Regards,
Steve
SEPTEMBER TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 132 Million
LeveL Market Share .67%
Average Trade Size (shares) 177
Average Resting Order share size 558
Average IOC Order share Size 462
Executions at Midpoint (shares) 42%
Average Number of Symbols Matched Daily 5,535


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 22.48%
Health Care 11.26%
Information Technology 10.42%
Financials 10.13%
Consumer Discretionary 9.87%
Energy
9.35%
Industrials 7.66%
Communication Services 5.51%
Materials 5.51%
Real Estate 2.83%
Consumer Staples 2.58%
Utilities 1.95%
Closed End & Trusts .45%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 6%
1,000 - 4,999 Shares 16%
500 - 999 Shares 12%
100 - 499 Shares 66%


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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