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LeveL ATS Newsletter - December 2020

12/07/2020

Posted By: Chiara Sarata

		DECEMBER 2020 NEWSLETTER

	NOVEMBER 2020 HIGHLIGHTS Market Share .68% 55% 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 7.02 Million shares executed Conditionally Average Conditional Order Size: 8,290 shares Average Conditional Order Execution Size: 623 shares Median Conditional Response time: 1.765 milliseconds Regards, Steve

NOVEMBER TRADING STATISTICS

MONTHLY AVERAGES

Daily Executed Volume (*shares)	153 Million
LeveL Market Share	.68%
Average Trade Size (shares)	186
Average Resting Order share size	558
Average IOC Order share Size	418
Executions at Midpoint (shares)	41%
Average Number of Symbols Matched Daily	5,710

EXECUTED VOLUME BY MARKET SECTOR

ETF & ETN	17.76%
Health Care	15.16%
Consumer Discretionary	12.17%
Financials	9.90%
Information Technology	9.41%
Energy	8.72%
Industrials	8.44%
Communication Services	5.45%
Materials	4.92%
Real Estate	3.60%
Consumer Staples	2.73%
Utilities	1.41%
Closed End & Trusts	.33%

EXECUTED VOLUME BY TRADE SIZE

5,000 + Shares	10%
1,000 - 4,999 Shares	16%
500 - 999 Shares	12%
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).
For Broker Dealer Use Only - Not For Use With the Public - eBX LLC Member FINRA and SIPC

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