Newsletters


11/10/2020
 
Posted By: Chiara Sarata

NOVEMBER 2020
NEWSLETTER

OCTOBER 2020 HIGHLIGHTS

  • Market Share .68%
  • 57% 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 5.17 Million shares executed Conditionally
  • Average Conditional Order Size: 7,318 shares
  • Average Conditional Order Execution Size: 542 shares
  • Median Conditional Response time: 1.785 milliseconds

Regards,
Steve
OCTOBER TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares) 123 Million
LeveL Market Share .68%
Average Trade Size (shares) 183
Average Resting Order share size 577
Average IOC Order share Size 450
Executions at Midpoint (shares) 42%
Average Number of Symbols Matched Daily 5,464


EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN 20.06%
Health Care 11.74%
Information Technology 10.62%
Financials 10.60%
Energy 10.57%
Consumer Discretionary
10.15%
Industrials 8.86%
Communication Services 5.73%
Materials 4.50%
Real Estate 2.64%
Consumer Staples 2.53%
Utilities 1.58%
Closed End & Trusts .42%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares 7%
1,000 - 4,999 Shares 16%
500 - 999 Shares 11%
100 - 499 Shares 64%


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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